Applied econometrics
Material type:
TextPublication details: New Delhi Bloomsbury India 2021 Edition: 4thDescription: xxx, 536 pISBN: 9789356401303Subject(s): Econometrics--Data processing | Econometrics | Econometrics--Statistical methods | Management scienceDDC classification: 330.015195 Summary: Description
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
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
Book
|
Indian Institute of Management LRC General Stacks | Public Policy & General Management | 330.015195 AST (Browse shelf(Opens below)) | 1 | Available | 003761 |
Table of Contents
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.
Description
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
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