 Introduction à l'EconométrieIntroduction to EconometricsMPRA Paper from University Library of Munich, Germany Abstract: This manuscript provides an introduction to the econometric analysis. It is articulated around two parts structured on six chapters. The first part, devoted to the study of the linear model, consists of four chapters. The first presents some useful statistical concepts in Econometrics while the second and the third chapter is devoted to the study of simple linear model and multiple linear model. Concerning the fourth chapter, it focuses on the study of the generalized linear model (used in case of violation of certain standard assumptions of the linear model). In this first part, a particular emphasis is put on estimation methods such as ordinary least squares and maximum likelihood method. A broad discussion is also conducted on inference techniques and approaches to hypothesis testing. The second part of the work is devoted to the study of qualitative dependent variable models. In this part, two classes of models are considered: those of dichotomous dependent variable models (standard probit and logit model) and the models of polytomous dependent variable (ordered and unordered multinomial probit and logit models). Keywords: Econometrics; Linear model; qualitative variable; logit; probit; OLS; Maximum Likelihood (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:66840 Access Statistics for this paper More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC. |
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