Econometrics: An Applied Approach

This site is designed to
assist users of Econometrics: An Applied Approach and others who are interested in finding econometric resources on the
internet. This page will be in better shape when the text is ready for release.
If you have any suggestions for improvements (or relevant links), please contact John Kane by email at: kane@oswego.edu.
Resources for:
- Introduction
- Statistical Foundations
- Estimators and Distributions
- Bivariate Regression Model
- Hypothesis Testing
- Multiple Regression Model
- Hypothesis Testing in the Multiple Regression Model
- Functional Form I: Linearity
- Functional Form II: Further topics
- Specification and Measurement Error
- Multicollinearity
- Autocorrelation
- Heteroskedasticity
- Limited Dependent Variables
- Systems of Equations
- Distributed lag models
- Random walks, unit roots, and cointegration
- ARIMA Models
John Kane - kane@oswego.edu
Department of Economics, SUNY-Oswego, Oswego, NY 13126
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