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Econometrics in practice

Record Type:	Electronic resources : Monograph/item
Title/Author:	Econometrics in practicePaul Turner.
Author:	Turner, Paul,
Published:	Dulles, VA :Mercury Learning and Information,c2021.
Description:	1 online resource (374 p.) :ill.
Subject:	Econometrics.
Online resource:	https://www.degruyterbrill.com/isbn/9781683926597
ISBN:	9781683926597$q(electronic bk.)

Econometrics in practice
Turner, Paul,1959-

Econometrics in practice[electronic resource] /Paul Turner. - 1st ed. - Dulles, VA :Mercury Learning and Information,c2021. - 1 online resource (374 p.) :ill.

Includes bibliographical references and index.

Chapter 1: Probability and the Statistical Foundations of Econometrics -- Chapter 2: Statistical Inference -- Chapter 3: The Bivariate Regression Model -- Chapter 4: The Multivariate Regression Model -- Chapter 5: Serial Correlation -- Chapter 6: Heteroscedasticity, Functional Form, and Structural Breaks -- Chapter 7: Binary Dependent Variables -- Chapter 8: Stochastic Regressors -- Chapter 9: Dynamic Models -- Chapter 10: Time Series Analysis and ARIMA Modeling -- Chapter 11: Unit Roots and Seasonality -- Chapter 12: Cointegration -- Chapter 13: Vector Autoregressions.

Mode of access: Internet via World Wide Web.

In English.

ISBN: 9781683926597$q(electronic bk.)

Standard No.: 10.1515/9781683926597doiSubjects--Topical Terms:

182271
Econometrics.

LC Class. No.: HB139 / .T87 2021

Dewey Class. No.: 330.01/5195

Econometrics in practice
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050 4 $a HB139 $b .T87 2021
082 0 4 $a 330.01/5195 $2 23
100 1 $a Turner, Paul, $d 1959- $3 996137
245 1 0 $a Econometrics in practice $h [electronic resource] / $c Paul Turner.
250 $a 1st ed.
260 $a Dulles, VA : $b Mercury Learning and Information, $c c2021.
300 $a 1 online resource (374 p.) : $b ill.
504 $a Includes bibliographical references and index.
505 0 $a Chapter 1: Probability and the Statistical Foundations of Econometrics -- Chapter 2: Statistical Inference -- Chapter 3: The Bivariate Regression Model -- Chapter 4: The Multivariate Regression Model -- Chapter 5: Serial Correlation -- Chapter 6: Heteroscedasticity, Functional Form, and Structural Breaks -- Chapter 7: Binary Dependent Variables -- Chapter 8: Stochastic Regressors -- Chapter 9: Dynamic Models -- Chapter 10: Time Series Analysis and ARIMA Modeling -- Chapter 11: Unit Roots and Seasonality -- Chapter 12: Cointegration -- Chapter 13: Vector Autoregressions.
530 $a Issued also in print.
538 $a Mode of access: Internet via World Wide Web.
546 $a In English.
588 $a Description based on online resource; title from PDF title page (publisher's Web site, viewed September 18 2025)
650 0 $a Econometrics. $3 182271
856 4 0 $u https://www.degruyterbrill.com/isbn/9781683926597