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| 001 | on1305845816 | ||
| 003 | EBZ | ||
| 005 | 20251029164100.0 | ||
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| 007 | cr cnu---unuuu | ||
| 008 | 220319s2022 xx o ||| 0 eng d | ||
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_aEBZ _beng _cEBZ |
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| 020 | _a1000580229 | ||
| 020 |
_a9781000580228 _q(electronic bk.) |
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| 050 | 4 | _aHB139 | |
| 049 | _aMAIN | ||
| 100 | 1 |
_aZong, Ping. _964172 |
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| 245 | 1 | 4 |
_aThe Art and Science of Econometrics _h[electronic resource]. |
| 260 |
_aMilton : _bTaylor & Francis Group, _c2022. |
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| 300 | _a1 online resource (249 p.). | ||
| 341 | 0 |
_atextual _2sapdv _3EBSCOhost |
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| 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. |
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| 650 | 0 |
_aEconometrics. _957695 |
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| 655 | 4 |
_aElectronic books. _958574 |
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| 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 |
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_3EBSCOhost _uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=3190690 |
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