Applied Econometrics
A Modern Approach Using Eviews and Microfit
Published on 26. March 2007
Book
Paperback/Softback
424 pages
978-0-230-50640-4 (ISBN)
Description
This new revised edition of Applied Econometrics is an ideal text for students who are looking for a reliable and practical grounding in the subject. Students are introduced to the various forms of econometric data and how they are formatted in electronic media, and shown how to transfer and use the data in the most popular software packages. Each chapter begins with a clear theoretical overview followed by a step-by-step approach to using the software. Mathematics has been kept to a minimum but when used is accompanied by helpful expanations. The book is accompanied by a website www.palgrave.com/economics/asteriou/data.htm that includes all the necessary files for reproduction of all the econometric work that is carried out throughout the text.
More details
Edition
Revised edition
Language
English
Place of publication
Basingstoke
United Kingdom
Target group
Professional and scholarly
College/higher education
Edition type
Revised edition
Illustrations
Illustrations
Dimensions
Height: 245 mm
Width: 188 mm
Thickness: 23 mm
Weight
803 gr
ISBN-13
978-0-230-50640-4 (9780230506404)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
Book
09/2005
Palgrave MacMillan
€50.94
Article exhausted; check for reprint
Persons
DIMITRIOS ASTERIOU is a Lecturer in Economics at the Department of Economics, City University, UK. STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at Pretoria University, 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
Introduction PART ONE: STATISTICAL BACKGROUND AND BASIC DATA HANDLING The Structure of Economic Data Working With Data: Basic Data Handling PART TWO: THE CLASSICAL LINEAR REGRESSION MODEL Simple Regression Multiple Regression PART THREE: VIOLATING THE ASSUMPTIONS OF THE CLRM Multicollinearity Heteroskedasticity Autocorrelation Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms PART FOUR: TOPICS IN ECONOMETRICS Dummy Variables Dynamic Econometric Models Simultaneous Equation Models PART FIVE: 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 PART SIX: PANEL DATA ECONOMETRICS Traditional Panel Data Models Dynamic Heterogeneous Panels Non-Stationary Panels Practicalities in Using EViews and Microfit