Applied Econometrics

Second edition

by Dimitrios Asteriou & Stephen G. Hall

About this book

The second edition of this highly successful text refines existing strengths and adds significant new material expanding the scope of the book and making it a more flexible teaching tool. In addition to providing instructions for performing all tests in EViews and Microfit, the book now includes instructions for STATA.

Key features:

  • An applied approach that keeps difficult theory to a minimum and focuses on showing students how to analyze data using the most popular statistical packages
  • Brisk treatment of econometric theory with lots of applications (including financial applications) – helps students apply theory to practice

New in the second edition:

  • Includes Stata (popular econometric software used worldwide), as well as Microfit and EViews
  • Three new chapters extend the scope of the coverage to include panel data, identification, and solving economic models. It also includes a new chapter on core statistical techniques to provide a refresher for students.