LEADER 05365nam 2200697 a 450 001 9910139568403321 005 20230725053547.0 010 $a1-119-96090-8 010 $a1-283-30680-8 010 $a9786613306807 010 $a1-119-95423-1 010 $a1-119-95424-X 035 $a(CKB)2550000000057883 035 $a(EBL)822574 035 $a(OCoLC)773564814 035 $a(SSID)ssj0000535809 035 $a(PQKBManifestationID)11373565 035 $a(PQKBTitleCode)TC0000535809 035 $a(PQKBWorkID)10522366 035 $a(PQKB)10701767 035 $a(MiAaPQ)EBC822574 035 $a(Au-PeEL)EBL822574 035 $a(CaPaEBR)ebr10506256 035 $a(CaONFJC)MIL330680 035 $a(EXLCZ)992550000000057883 100 $a20110617d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aDeveloping econometrics$b[electronic resource] /$fHengqing Tong, T. Krishna Kumar, Yangxin Huang 210 $aHoboken $cWiley$d2011 215 $a1 online resource (487 p.) 300 $aDescription based upon print version of record. 311 $a0-470-68177-2 320 $aIncludes bibliographical references and index. 327 $aDeveloping Econometrics; Contents; Foreword; Preface; Acknowledgements; 1 Introduction; 1.1 Nature and Scope of Econometrics; 1.1.1 What is Econometrics and Why Study Econometrics?; 1.1.2 Econometrics and Scientific Credibility of Business and Economic Decisions; 1.2 Types of Economic Problems, Types of Data, and Types of Models; 1.2.1 Experimental Data from a Marketing Experiment; 1.2.2 Cross-Section Data: National Sample Survey Data on Consumer Expenditure; 1.2.3 Non-Experimental Data Taken from Secondary Sources: The Case of Pharmaceutical Industry in India 327 $a1.2.4 Loan Default Risk of a Customer and the Problem Facing Decision on a Loan Application1.2.5 Panel Data: Performance of Banks in India by the Type of Ownership after Economic Reforms; 1.2.6 Single Time Series Data: The Bombay Stock Exchange (BSE) Index; 1.2.7 Multiple Time Series Data: Stock Prices in BRIC Countries; 1.3 Pattern Recognition and Exploratory Data Analysis; 1.3.1 Some Basic Issues in Econometric Modeling; 1.3.2 Exploratory Data Analysis Using Correlations and Scatter Diagrams: The Relative Importance of Managerial Function and Labor 327 $a1.3.3 Cleaning and Reprocessing Data to Discover Patterns: BSE Index Data1.4 Econometric Modeling: The Roadmap of This Book; 1.4.1 The Econometric Modeling Strategy; 1.4.2 Plan of the Book; Electronic References for Chapter 1; References; 2 Independent Variables in Linear Regression Models; 2.1 Brief Review of Linear Regression; 2.1.1 Brief Review of Univariate Linear Regression; 2.1.2 Brief Review of Multivariate Linear Regression; 2.2 Selection of Independent Variable and Stepwise Regression; 2.2.1 Principles of Selection of Independent Variables; 2.2.2 Stepwise Regression 327 $a2.3 Multivariate Data Transformation and Polynomial Regression2.3.1 Linear Regression after Multivariate Data Transformation; 2.3.2 Polynomial Regression on an Independent Variable; 2.3.3 Multivariable Polynomial Regression; 2.4 Column Multicollinearity in Design Matrix and Ridge Regression; 2.4.1 Effect of Column Multicollinearity of Design Matrix; 2.4.2 Ridge Regression; 2.4.3 Ridge Trace Analysis and Ridge Parameter Selection; 2.4.4 Generalized Ridge Regression; 2.5 Recombination of Independent Variable and Principal Components Regression; 2.5.1 Concept of Principal Components Regression 327 $a2.5.2 Determination of Principal ComponentElectronic References for Chapter 2; References; 3 Alternative Structures of Residual Error in Linear Regression Models; 3.1 Heteroscedasticity: Consequences and Tests for Its Existence; 3.1.1 Consequences of Heteroscedasticity; 3.1.2 Tests for Heteroscedasticity; 3.2 Generalized Linear Model with Covariance Being a Diagonal Matrix; 3.2.1 Diagonal Covariance Matrix and Weighted Least Squares; 3.2.2 Model with Two Unknown Variances; 3.2.3 Multiplicative Heteroscedastic Model; 3.3 Autocorrelation in a Linear Model 327 $a3.3.1 Linear Model with First-Order Residual Autoregression 330 $aStatistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation.Provides a detailed description of computer algorithms.Provides recently developed computational tools useful for data mi 606 $aEconometrics 606 $aEconometric models 606 $aData mining 615 0$aEconometrics. 615 0$aEconometric models. 615 0$aData mining. 676 $a330.01/5195 700 $aTong$b Hengping$f1971-$0868910 701 $aKumar$b T. Krishna$0868911 701 $aHuang$b Yang Xin$0868912 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910139568403321 996 $aDeveloping econometrics$91939805 997 $aUNINA