Applied econometrics
By: Asteriou, Dimitrios
Title By: Hall, Stephen G
Material type:
BookPublisher: New York, NY : Palgrave Macmillan, c2016.Edition: 3rd ed.Description: xxx, 518 p. : ill. ; 25 cm.ISBN: 9781137415462Subject(s): Econometrics | Econometrics -- Statistical methods | Econometrics -- Data processingDDC classification: 330.015195 AS AP Online resources: Location Map | Item type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 330.015195 AS AP (Browse shelf) | Checked out | April2019 | 10/23/2019 | T0062163 |
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| 330.015195 AN ME Methods for estimation and inference in modern econometrics / | 330.015195 AN MO Mostly harmless econometrics : | 330.015195 AS AP Applied econometrics : | 330.015195 AS AP Applied econometrics | 330.015195 BA EC Econometric analysis of panel data / | 330.015195 BA EC Econometric analysis of panel data / | 330.015195 BA EC Econometric analysis of panel data / |
Earlier edition: 2011.
Includes index.
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.
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.