About this bookInstead of relying on complex theoretical discussions or mathematics, Econometrics by Example shows you how econometrics works in practice by walking you through numerous real-life examples step by step.
The book features:
- a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more
- a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics
- coverage of modern topics such as instrumental variables and panel data
- extensive use of Stata and EViews statistical packages with reproductions of their output
- an appendix discussing the basic concepts of statistics
The second edition has been fully revised and updated and includes:
- Brand new chapters on quantile regression modeling and multivariate regression models. Two further chapters on hierarchical linear regression models and bootstrapping are available on this website.
- New illustrated examples in several chapters
- New student exercises at the end of every chapter