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040 _aEBZ
_beng
_cEBZ
020 _a1000580229
020 _a9781000580228
_q(electronic bk.)
050 4 _aHB139
049 _aMAIN
100 1 _aZong, Ping.
_964172
245 1 4 _aThe Art and Science of Econometrics
_h[electronic resource].
260 _aMilton :
_bTaylor & Francis Group,
_c2022.
300 _a1 online resource (249 p.).
341 0 _atextual
_2sapdv
_3EBSCOhost
490 1 _aRoutledge Studies in Economic Theory, Method and Philosophy Ser.
500 _aDescription based upon print version of record.
505 0 _aCover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Dedication -- Contents -- List of figures -- Preface -- 1. Introduction -- 1.1. Introduction -- 1.2. The motivation for writing this book -- 1.3. The focus of this book -- 1.4. The scope and structure of the book -- 2. Methodology Review -- 2.1. Introduction -- 2.2. The creation of econometrics -- 2.3. Social physics -- 2.3.1. Deductive and inductive -- 2.3.2. Statistical induction -- 2.3.3. Motivations of creating social physics -- 2.3.4. 'Mathematic games' vs. science for econometrics
505 8 _a2.4. Core ideas of science in econometrics -- 2.4.1. Error assessment and probability application -- 2.4.2. Stochastic and deterministic -- 2.4.3. The 'Error' concept in modern statistics -- 2.5. Probability revolution in econometrics -- 2.5.1. Koopmans and Haavelmo's important contributions -- 2.5.2. Various estimation methods as an approximation -- 2.5.3. Theoretical assumption tests -- 2.5.4. Probability approach in time series analysis -- 2.6. 'Discovering' from data -- 2.6.1. The econometric model approach -- 2.6.2. Box-Jenkins' ARIMA approach -- 2.7. From static to dynamic modelling
505 8 _a2.7.1. Structural econometric time series approach -- 2.7.2. Dynamic linear models -- 2.7.3. The Bayesian and non-Bayesian approaches -- 2.8. Debates of statistical significance in the 21st century -- 2.8.1. Debates on p-values -- 2.8.2. The reasons for stopping using p-values -- 2.8.3. Disagreed opinions -- 2.9. Summary and conclusions -- 3. Methodology of Simple Regression Analysis -- 3.1. Introduction -- 3.2. Simple regression analysis -- 3.2.1. Population regression functions (PRF) -- 3.2.2. Sample regression functions (SRF) -- 3.2.3. The relationship between PRF and SRF
505 8 _a3.3. Estimation methods for SRF coefficients -- 3.3.1. Population mean and sample mean -- 3.3.2. Least square techniques -- 3.4. Standard statistical assumptions -- 3.4.1. Statistical assumptions of the PRF estimation -- 3.4.2. The normal distribution in the regression model -- 3.5. Best linear unbiased estimators (BLUE) -- 3.5.1. The unbiased estimate -- 3.5.2. Efficiency -- 3.5.3. The precision of regression coefficients -- 3.6. Accuracy assessments and model valuations -- 3.6.1. The residual standard error (RSE) -- 3.6.2. 'Goodness of fit' -- R2 statistic
505 8 _a3.7. The null hypothesis statistical testing -- 3.7.1. The confidence interval estimation -- 3.7.2. The statistical significant test -- 3.8. The crisis of statistical science in p-values -- 3.8.1. Misinterpretation of the p-values -- 3.8.2. Misuse of the p-values -- 3.8.3. Arbitrary threshold value of p < 0.05 -- 3.8.4. Practical alternatives to p-values -- 3.9. The simulation approach -- 3.10. Summary and conclusions -- 4. Methodology of Multiple Regression Analysis -- 4.1. Introduction -- 4.2. Methodology of multiple linear regressions
500 _a4.3. Least square estimation in multiple regression models.
532 0 _3EBSCOhost
_a"EBSCO evaluates our products based on the Web Content Accessibility Guidelines (WCAG) and the related Section 508 and EN 301 549 regulations in the US and EU. Most EBSCO products are substantially conformant with WCAG 2.2 level AA." Source: https://connect.ebsco.com/s/article/EBSCO-VPATs?language=en_US. Last accessed April 22, 2025.
650 0 _aEconometrics.
_957695
655 4 _aElectronic books.
_958574
776 0 8 _iPrint version:
_aZong, Ping
_tThe Art and Science of Econometrics
_dMilton : Taylor & Francis Group,c2022
_z9781032227269
830 0 _aRoutledge Studies in Economic Theory, Method and Philosophy Ser.
_964173
856 4 0 _3EBSCOhost
_uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=3190690
938 _aProQuest Ebook Central
_bEBLB
_nEBL6913152
938 _aEBSCOhost
_bEBSC
_n3190690
994 _a92
_bN$T
999 _c55932
_d55932