Produktbild: Applied Econometrics

Applied Econometrics

Fr. 94.90

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

12.10.2015

Verlag

Macmillan Education Elt

Seitenzahl

552

Maße (L/B/H)

23.5/15.5/2.9 cm

Gewicht

1058 g

Auflage

3. überarbeitete Auflage

Sprache

Englisch

ISBN

978-1-137-41546-2

Beschreibung

Rezension

'Asteriou and Hall combine an excellent treatment of econometric theory with accessible guides to multiple statistical software packages; a rare combination in today's market.' Douglas Webber, Temple University, USA

'This book strikes a perfect balance between theoretical discussion and practical application, expressing quite abstract ideas in a transparent and easy-to-understand way - all of which are vital for anyone learning econometrics.' Kavita Sirichand, Loughborough University, UK

'This new edition provides a crisp and clear exposition, going from basic concepts to advanced topics. An excellent book that will be essential reading for intermediate and more advanced undergraduate as well as graduate students with a serious interest in empirical methods in economics.' Brian Henry, Visiting Research Fellow at the NIESR, United Kingdom

'If you are looking for a fast track towards being able to do applied econometric work, this textbook is the ideal solution.' Reinhard Neck, University of Klagenfurt, Austria

'Asteriou and Hall provide an exceptional and accessible introduction to modern econometrics. The book is organized in a way that provides a natural progression of the major subjects in the field, embellished with real-world data applications. A key innovation is the step-by-step presentation of statistical tests that are used to interpret results and draw conclusions. The book is to be ranked with the best introductory econometrics texts.' George S. Tavlas, Member: Monetary Policy Council, Bank of Greece

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

12.10.2015

Verlag

Macmillan Education Elt

Seitenzahl

552

Maße (L/B/H)

23.5/15.5/2.9 cm

Gewicht

1058 g

Auflage

3. überarbeitete Auflage

Sprache

Englisch

ISBN

978-1-137-41546-2

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  • Produktbild: Applied Econometrics
  • Preface.- 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.