<p><br/></p><p>Preface page xvii<br/>User Guide 1<br/>0.1. Conventions and Organization of Files 1<br/>0.2. Preparing andWorking with Microsoft Excel R
3<br/>1. Introduction 10<br/>1.1. Definition of Econometrics 10<br/>1.2. Regression Analysis 11<br/>Cig.xls<br/>1.3. Conclusion 28<br/>1.4. Exercises 29<br/>References 30<br/>PART 1. DESCRIPTION<br/>2. Correlation 33<br/>2.1. Introduction 33<br/>2.2. Correlation Basics 33<br/>Correlation.xls<br/>2.3. Correlation Dangers 40<br/>Correlation.xls<br/>IMRGDP.xls<br/>2.4. Ecological Correlation 44<br/>EcolCorr.xls<br/>EcolCorrCPS.xls<br/>2.5. Conclusion 50<br/>2.6. Exercises 51<br/>References 51<br/>vii3. PivotTables 53<br/>3.1. Introduction 53<br/>3.2. The Basic PivotTable 53<br/>IndianaFTWorkers.xls (in Basic Tools\InternetData\CPS)<br/>Histogram.xla (Excel add-in)<br/>3.3. The Crosstab and Conditional Average 59<br/>IndianaFTWorkers.xls (in Basic Tools\InternetData\CPS)<br/>3.4. PivotTables and the Conditional Mean Function 65<br/>EastNorthCentralFTWorkers.xls<br/>3.5. Conclusion 69<br/>3.6. Exercises 70<br/>References 71<br/>4. Computing the OLS Regression Line 72<br/>4.1. Introduction 72<br/>4.2. Fitting the Ordinary Least Squares Regression Line 72<br/>Reg.xls<br/>4.3. Least Squares Formulas 82<br/>Reg.xls<br/>4.4. Fitting the Regression Line in Practice 84<br/>Reg.xls<br/>4.5. Conclusion 90<br/>4.6. Exercises 90<br/>References 91<br/>Appendix: Deriving the Least Squares Formulas 91<br/>5. Interpreting OLS Regression 95<br/>5.1. Introduction 95<br/>5.2. Regression as Double Compression 95<br/>DoubleCompression.xls<br/>EastNorthCentralFTWorkers.xls<br/>5.3. Galton and Two Regression Lines 104<br/>TwoRegressionLines.xls<br/>5.4. Properties of the Sample Average and the Regression Line 107<br/>OLSFormula.xls<br/>5.5. Residuals and the Root-Mean-Square Error 114<br/>ResidualPlot.xls<br/>RMSE.xls<br/>5.6. R-Squared (R2) 122<br/>RSquared.xls<br/>5.7. Limitations of Data Description with Regression 126<br/>Anscombe.xls<br/>IMRGDPReg.xlsSameRegLineDifferentData.xls<br/>HourlyEarnings.xls<br/>5.8. Conclusion 135<br/>5.9. Exercises 135<br/>References 136<br/>Appendix: Proof that the Sample Average is a Least Squares<br/>Estimator 136<br/>6. Functional Form of the Regression 138<br/>6.1. Introduction 138<br/>6.2. Understanding Functional Form via an Econometric Fable 139<br/>Galileo.xls<br/>6.3. Exploring Two Other Functional Forms 144<br/>IMRGDPFunForm.xls<br/>6.4. The Earnings Function 148<br/>SemiLogEarningsFn.xls<br/>6.5. Elasticity 155<br/>6.6. Conclusion 159<br/>6.7. Exercises 160<br/>References 160<br/>Appendix: A Catalog of Functional Forms 161<br/>FuncFormCatalog.xls<br/>7. Multiple Regression 164<br/>7.1. Introduction 164<br/>7.2. Introducing Multiple Regression 165<br/>MultiReg.xls<br/>7.3. Improving Description via Multiple Regression 174<br/>MultiReg.xls<br/>7.4. Multicollinearity 184<br/>Multicollinearity.xls<br/>7.5. Conclusion 191<br/>7.6. Exercises 192<br/>References 194<br/>Appendix: The Multivariate Least Squares Formula and the<br/>Omitted Variable Rule 194<br/>8. Dummy Variables 198<br/>8.1. Introduction 198<br/>8.2. Defining and Using Dummy Variables 199<br/>Female.xls<br/>8.3. Properties of Dummy Variables 202<br/>Female.xls8.4. Dummy Variables as Intercept Shifters 205<br/>Female.xls<br/>8.5. Dummy Variable Interaction Terms 208<br/>Female.xls<br/>8.6. Conclusion 211<br/>8.7. Exercises 212<br/>References 212<br/>PART 2. INFERENCE<br/>9. Monte Carlo Simulation 215<br/>9.1. Introduction 215<br/>9.2. Random Number Generation Theory 216<br/>RNGTheory.xls<br/>9.3. Random Number Generation in Practice 220<br/>RNGPractice.xls<br/>9.4. Monte Carlo Simulation: An Example 225<br/>MonteCarlo.xls<br/>9.5. The Monte Carlo Simulation Add-In 232<br/>MonteCarlo.xls<br/>MCSim.xla (Excel add-in)<br/>MCSimSolver.xla (Excel add-in)<br/>9.6. Conclusion 235<br/>9.7. Exercises 236<br/>References 236<br/>10. Review of Statistical Inference 238<br/>10.1. Introduction 238<br/>10.2. Introducing Box Models for Chance Processes 239<br/>10.3. The Coin-Flip Box Model 242<br/>BoxModel.xls<br/>10.4. The Polling Box Model 251<br/>PresidentialHeights.xls<br/>10.5. Hypothesis Testing 257<br/>PValue.xla (Excel add-in)<br/>10.6. Consistent Estimators 262<br/>Consistency.xls<br/>10.7. The Algebra of Expectations 265<br/>AlgebraofExpectations.xls<br/>10.8. Conclusion 277<br/>10.9. Exercises 277<br/>References 278<br/>Appendix: The Normal Approximation</p>

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