Applied Econometrics
2nd Edition
Published in December 2011
Book
Paperback/Softback
528 pages
978-0-230-27182-1 (ISBN)
Description
'Applied Econometrics' takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a 'refresher', integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: Limited Dependent Variable Regression Models Identification in Standard and Cointegrated Systems Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: data files for students PowerPoint slides for lecturers
Reviews / Votes
'I wholeheartedly recommend this econometrics textbook, which was clearly written with students' needs in mind.' - Kaddour Hadri, Professor of Economics at Queen's University Management School, Belfast. 'This book has a superior treatment of time-series and applied econometrics topics. The text is innovative in its emphasis on statistical tests of model specification and the applications carrying out these tests in appropriate and commonly available software programs used by econometricians.' - Timothy A. Park, Professor Department of Agricultural and Applied Economics, University of Georgia.More details
Edition
2nd Revised edition
Language
English
Place of publication
Basingstoke
United Kingdom
Target group
College/higher education
Edition type
Revised edition
Illustrations
152 black & white tables, 65 figures
Dimensions
Height: 246 mm
Width: 187 mm
Thickness: 27 mm
Weight
1023 gr
ISBN-13
978-0-230-27182-1 (9780230271821)
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Schweitzer Classification
Other editions
New editions
Dimitrios Asteriou | S. G. Hall
Applied Econometrics
Book
10/2015
3rd Edition
Red Globe Press
€65.26
Article exhausted; check for reprint
Persons
DIMITRIOS ASTERIOU is Associate Professor in Economics at the Hellenic Open University, School of Social Sciences in Greece. He is also the Secretary general of the European Economics and Finance Society STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at the University of Pretoria, 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'.
Content
Preface PART I STATISTICAL BACKGROUND AND BASIC DATA HANDLING Fundamental Concepts The Structure of Economic Dataand Basic Data Handling PART II THE CLASSICAL LINEAR REGRESSION MODEL Simple regression Multiple regression PART III VIOLATING THE ASSUMPTIONS OF THE CLRM Multicollinearity Heteroskedasticity Autocorrelation Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms PART IV TOPICS IN ECONOMETRICS Dummy Variables Dynamic Econometric Models Simultaneous Equation Models Limited Dependent Variable Regression Models PART V TIME SERIES ECONOMETRICS ARIMA Models and the Box-Jenkins Methodology Modelling the Variance: ARCH-GARCH models Vector Autoregressive(VAR) Models and Causality Tests Non-stationarity and Unit Root Tests Cointegration and Error-correction Models Identification in Standard and Cointegrated Systems Solving models PART VI PANEL DATA ECONOMETRICS Traditional Panel Data Models Dynamic Heterogeneous Panels Non-stationary Panels PART VII USING ECONOMETRIC SOFTWARE Practicalities of using EViews, Microfit and STATA