This book provides an in-depth overview of simple and multiple linear regression analysis, one-way and multi-way analysis of variance, and logistic regression. It offers a combination of theoretical and mathematical depth, clear and detailed explanations of concepts, as well as a variety of examples. Each example is explained in detail and accompanied by step-by-step instructions and screenshots. Throughout the book, the accessible, interactive statistical software package JMP is used for dat...

Familiarity with the standard linear regression model and a thorough understanding of the principles of maximum likelihood are essential in courses in econometric theory. This book offers both and much more. It's suitable as an introduction to econometrics for Bachelor's, Master's and PhD students. New in this edition is online acces to 39 online video lectures by the author.

Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the universities...

In Mastering Econometrics: Exercises and Solutions, Jan R. Magnus and Sean Telg guide you through carefully selected and fully worked-out exercises in econometrics. The book is intended to accompany an introductory econometrics course at the Bachelor’s, Master’s or PhD level, where students are assumed to have at least some background in linear algebra and statistics. Designed as a compendium to the first author’s Introduction to the Theory of Econometrics, the book can also be used for...