Applied Econometrics
Autor Dimitrios Asteriou, Stephen G. Hallen Limba Engleză Paperback – 5 mar 2021
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
Preț: 425.30 lei
Preț vechi: 558.77 lei
-24% Recomandat
Puncte Express: 638
Preț estimativ în valută:
75.27€ • 87.97$ • 65.35£
75.27€ • 87.97$ • 65.35£
Carte disponibilă
Livrare economică 30 ianuarie-13 februarie
Livrare express 15-21 ianuarie pentru 532.58 lei
Preluare comenzi: 021 569.72.76
Specificații
ISBN-13: 9781352012026
ISBN-10: 1352012022
Pagini: 568
Dimensiuni: 194 x 260 x 32 mm
Greutate: 1.22 kg
Ediția:4th 2021 edition
Editura: Bloomsbury Publishing
Colecția Bloomsbury Academic
Locul publicării:London, United Kingdom
ISBN-10: 1352012022
Pagini: 568
Dimensiuni: 194 x 260 x 32 mm
Greutate: 1.22 kg
Ediția:4th 2021 edition
Editura: Bloomsbury Publishing
Colecția Bloomsbury Academic
Locul publicării:London, United Kingdom
Cuprins
PART I: STATISTICAL BACKGROUND AND BASIC DATA HANDLING
1. Fundamental Concepts
2. The Structure Of Economic Data and Basic Data Handling
PART II: THE CLASSICAL LINEAR REGRESSION MODEL
3. Simple Regression
4. Multiple Regression
PART III: VIOLATING THE ASSUMPTIONS OF THE CLRM
5. Multicollinearity
6. Heteroskedasticity
7. Autocorrelation
8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional Forms
PART IV: TOPICS IN ECONOMETRICS
9. Dummy Variables
10. Dynamic Econometric Models
11. Simultaneous Equation Models
12. Limited Dependent Variable Regression Models
PART V: TIME SERIES ECONOMETRICS
13. ARIMA Models And The Box-Jenkins Methodology
14. Modelling The Variance: ARCH-GARCH Models
15. Vector Autoregressive(VAR) Models And Causality Tests
16. Non-Stationarity and Unit Root Tests
17. Cointegration and Error-Correction Models
18. Identification In Standard and Cointegrated Systems
19. Solving Models
20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters
PART VI: PANEL DATA ECONOMETRICS
21. Traditional Panel Data Models
22. Dynamic Heterogeneous Panels
23. Non-Stationary Panels
PART VII: USING ECONOMETRIC SOFTWARE
24. Practicalities in Using Eviews and Stata.
1. Fundamental Concepts
2. The Structure Of Economic Data and Basic Data Handling
PART II: THE CLASSICAL LINEAR REGRESSION MODEL
3. Simple Regression
4. Multiple Regression
PART III: VIOLATING THE ASSUMPTIONS OF THE CLRM
5. Multicollinearity
6. Heteroskedasticity
7. Autocorrelation
8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional Forms
PART IV: TOPICS IN ECONOMETRICS
9. Dummy Variables
10. Dynamic Econometric Models
11. Simultaneous Equation Models
12. Limited Dependent Variable Regression Models
PART V: TIME SERIES ECONOMETRICS
13. ARIMA Models And The Box-Jenkins Methodology
14. Modelling The Variance: ARCH-GARCH Models
15. Vector Autoregressive(VAR) Models And Causality Tests
16. Non-Stationarity and Unit Root Tests
17. Cointegration and Error-Correction Models
18. Identification In Standard and Cointegrated Systems
19. Solving Models
20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters
PART VI: PANEL DATA ECONOMETRICS
21. Traditional Panel Data Models
22. Dynamic Heterogeneous Panels
23. Non-Stationary Panels
PART VII: USING ECONOMETRIC SOFTWARE
24. Practicalities in Using Eviews and Stata.