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Book Categories |
List of figures | ||
List of tables | ||
List of boxes | ||
Preface | ||
Introduction | 1 | |
Pt. I | Foundations of data analysis | 21 |
1 | Model specification and applied research | 23 |
2 | Modelling an average | 44 |
3 | Outliers, skewness and data transformations | 75 |
Pt. II | Regression and data analysis | 109 |
4 | Data analysis and simple regression | 111 |
5 | Partial regression: interpreting multiple regression coefficients | 163 |
6 | Model selection and misspecification in multiple regression | 208 |
Pt. III | Analysing cross-section data | 249 |
7 | Dealing with heteroscedasticity | 251 |
8 | Categories, counts and measurements | 279 |
9 | Logit transformation, modelling and regression | 302 |
Pt. IV | Regression with time-series data | 333 |
10 | Trends, spurious regressions and transformations to stationarity | 335 |
11 | Misspecification and autocorrelation | 366 |
12 | Cointegration and the error correction model | 393 |
Pt. V | Simultaneous equation models | 413 |
13 | Misspecification bias from single equation estimation | 415 |
14 | Estimating simultaneous equation models | 437 |
App. A | The data sets used in this book | 455 |
App. B | Statistical tables | 463 |
References | 481 | |
Index | 485 |
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