Applied Econometrics
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This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding – and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and practical application, it provides ideal preparation for doing applied econometric work as it takes students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion. Clear presentation of economic tests and methods of estimation is paired with practical guidance on using several types of software packages. Using real world data throughout, the authors place emphasis upon the interpretation of results, and the conclusions to be drawn from them in econometric work.
This book will be essential reading for economics undergraduate and master’s students taking a course in applied econometrics. Its practical nature makes it ideal for modules requiring a research project.
New to this Edition:
– Additional practical exercises throughout to help consolidate understanding
– A freshly-updated companion website featuring a new solutions manual for instructors
Table of Contents
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
Additional information
BINDING | PAPERBACK |
---|---|
AUTHOR | Dimitrios Asteriou , Stephen G. Hall |
EDITION | 4th |
ISBN | 9789356401303 |
PUBLICATION | BLOOMSBURY |
YEAR OF PUBLICATION | 2022 |
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