Dimitrios Asteriou, Stephen G. Hall

Applied Econometrics (eBook, PDF)

• Format: PDF

Produktbeschreibung

This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and practical application, it provides ideal preparation for doing applied econometric work as it takes students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion. Clear presentation of economic tests and methods of estimation is paired with practical guidance on using several types of software packages. Using real world data throughout, the authors place emphasis upon the interpretation of results, and the conclusions to be drawn from them in econometric work.

This book will be essential reading for economics undergraduate and master's students taking a course in applied econometrics. Its practical nature makes it ideal for modules requiring a research project.

New to this Edition:
- Additional practical exercises throughout to help consolidate understanding
- A freshly-updated companion website featuring a new solutions manual for instructors

Produktdetails

• Verlag: Bloomsbury UK
• Seitenzahl: 536
• Erscheinungstermin: 5. März 2021
• Englisch
• ISBN-13: 9781352012033
• Artikelnr.: 62710195

Autorenporträt

Dimitrios Asteriou is Research Lead in Economics, Finance and Accounting at Oxford Brookes University, UK.

Inhaltsangabe

PART I: STATISTICAL BACKGROUND AND BASIC DATA HANDLING1. Fundamental Concepts2. The Structure Of Economic Data and Basic Data HandlingPART II: THE CLASSICAL LINEAR REGRESSION MODEL3. Simple Regression4. Multiple RegressionPART III: VIOLATING THE ASSUMPTIONS OF THE CLRM5. Multicollinearity6. Heteroskedasticity7. Autocorrelation8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional FormsPART IV: TOPICS IN ECONOMETRICS9. Dummy Variables10. Dynamic Econometric Models11. Simultaneous Equation Models12. Limited Dependent Variable Regression ModelsPART V: TIME SERIES ECONOMETRICS13. ARIMA Models And The Box-Jenkins Methodology14. Modelling The Variance: ARCH-GARCH Models15. Vector Autoregressive(VAR) Models And Causality Tests16. Non-Stationarity and Unit Root Tests17. Cointegration and Error-Correction Models18. Identification In Standard and Cointegrated Systems19. Solving Models20. Time Varying Coefficient Models: A New Way of Estimating Bias Free ParametersPART VI: PANEL DATA ECONOMETRICS21. Traditional Panel Data Models22. Dynamic Heterogeneous Panels23. Non-Stationary PanelsPART VII: USING ECONOMETRIC SOFTWARE24. Practicalities in Using Eviews and Stata.