Applied Econometrics
A Modern Approach Using Eviews and Microfit
(Sprache: Englisch)
This revised edition of <EM>Applied Econometrics</EM> is an ideal text for students who are looking for a reliable and practical grounding in the subject. Students are introduced to the various forms of econometric data and shown how to transfer...
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Produktinformationen zu „Applied Econometrics “
This revised edition of <EM>Applied Econometrics</EM> is an ideal text for students who are looking for a reliable and practical grounding in the subject. Students are introduced to the various forms of econometric data and shown how to transfer and use the data in the most popular software packages.
Klappentext zu „Applied Econometrics “
IApplied Econometrics/I is essential reading for economics students undertaking project or dissertation work in econometrics or quantitative economics. It is the first practical,'how-to'guide that takes you from the various forms of econometric data, through their formatting in electronic media, to their transfer to and use in the most widely used software packages, including Excel, Microfit and Econometric Views (Eviews). Each chapter begins with a clear theoretical overview, followed by a step-by-step approach to actually using the software. Mathematics has deliberately been kept to minimum and when used is accompanied by thorough explanations.
Inhaltsverzeichnis zu „Applied Econometrics “
IntroductionPART ONE: STATISTICAL BACKGROUND AND BASIC DATA HANDLINGThe Structure of Economic DataWorking With Data: Basic Data HandlingPART TWO: THE CLASSICAL LINEAR REGRESSION MODELSimple RegressionMultiple RegressionPART THREE: VIOLATING THE ASSUMPTIONS OF THE CLRMMulticollinearityHeteroskdasticityAutocorrelationMis-specifications: Wrong Regressors, Measurement Errors and Wrong Functional FormsPART FOUR: TOPICS IN ECONOMETRICSDummy VariablesDynamic Econometric ModelsSimultaneous Equation ModelsPART FIVE: TIME SERIES ECONOMETRICSARIMA Models and The Box-Jenkins MethodologyModelling the Variance: ARCH-GARCH ModelsVector Autoregressive (VAR) Models and Causality TestsNon Stationarity and Unit Root TestsCointegration and Error Correction ModelsPART SIX: PANEL DATA ECONOMETRICSTraditional Panel Data ModelsDynamic Heterogeneous PanelsNon-Stationary PanelsPracticalities in Using EViews and Microfit
Autoren-Porträt von Dimitrios Asteriou, Stephen G. Hall
DIMITRIOS ASTERIOU is a Lecturer in Economics at the Department of Economics, City University, UK.STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at Pretoria University, South Africa. He is Visiting Senior Research Fellow at the National Institute of Economic and Social Research, Member of the Executive Committee of the UN project LINK and Editor of Economic Modelling.
Bibliographische Angaben
- Autoren: Dimitrios Asteriou , Stephen G. Hall
- 2007, 424 Seiten, mit Schwarz-Weiß-Abbildungen, Maße: 19 x 24,6 cm, Kartoniert (TB), Englisch
- Verlag: Palgrave Macmillan
- ISBN-10: 0230506402
- ISBN-13: 9780230506404
Sprache:
Englisch
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