| LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2015028727 |
| INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781137415462 |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Call number |
330.015195 AS AP |
| MAIN ENTRY--PERSONAL NAME |
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| Authors |
Asteriou, Dimitrios |
| TITLE STATEMENT |
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| Title |
Applied econometrics |
| Statement of responsibility, etc |
Dimitrios Asteriou, Stephen G. Hall |
| EDITION STATEMENT |
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| Edition |
3rd ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication |
New York, NY : |
| Publisher |
Palgrave Macmillan, |
| Date |
c2016. |
| PHYSICAL DESCRIPTION |
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| Extent |
xxx, 518 p. : |
| Other Details |
ill. ; |
| Size |
25 cm. |
| GENERAL NOTE |
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| General note |
Earlier edition: 2011. |
| GENERAL NOTE |
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| General note |
Includes index. |
| CONTENTS |
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| Contents |
Preface.- 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. Modeling 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. |
| SUMMARY |
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| Summary |
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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Econometrics |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Econometrics |
| General |
Statistical methods |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical Heading |
Econometrics |
| General |
Data processing |
| ADDED ENTRY |
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| Name |
Hall, Stephen G. |
| ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
https://uowd.box.com/s/3imhp81v3t8qrb4vtme6a4pclhcfymso |
| Public note |
Location Map |
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