Applied Econometrics (3rd Edition)
Author(s):Dimitrios Asteriou, S. G. Hall
Red Globe Press
Categories:
AVAILABLE FORMATS
Paperback - 9781137415462
26 October 2015
$73.99
Free Shipping
In stock
Ebook - 9781137415479
30 August 2017
$59.99
In stock
This textbook offers a unique blend of theory and practical application. Taking students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion, it provides perfect preparation for doing...
Show More
This textbook offers a unique blend of theory and practical application. Taking students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion, it provides perfect preparation for doing applied econometric work. Economic tests and methods of estimation are presented clearly, and practical guidance on using several types of software packages is given. Real world data is used throughout and emphasis is given to the interpretation of the results, and the conclusions to be drawn from them in econometric work.
This book will be core reading for undergraduate and Master’s students on an Economics or Finance degree, who take a course in applied econometrics. Its practical nature makes it perfect for modules requiring a research project.
- An applied, step-by-step approach that blends theory and application and focuses on how to analyze data
- Packed with real life data and examples, the hands-on approach prepares students for empirical research projects
- Takes students from a basic to advanced level in a step-by-step fashion
- A companion website for lecturers with slides to use in teaching
- The number of finance applications has been expanded throughout, to make the book more suitable for finance students
- A new chapter on Time Varying Coefficient models has been added
- Expanded discussion on current topics in econometrics, such as structural VAR models
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.