A Guide to Econometrics

A Guide to Econometrics has established itself as a preferred text for
teachers and students throughout the world. It provides an overview of the subject
and an intuitive feel for its concepts and techniques without the notation and
technical detail that characterize most econometrics textbooks.The fifth edition has
two major additions, a chapter on panel data and an innovative chapter on applied
econometrics. Existing chapters have been revised and updated extensively,
particularly the specification chapter (to coordinate with the applied econometrics
chapter), the qualitative dependent variables chapter (to better explain the
difference between multinomial and conditional logit), the limited dependent
variables chapter (to provide a better interpretation of Tobit estimation), and the
time series chapter (to incorporate the vector autoregression discussion from the
simultaneous equations chapter and to explain more fully estimation of vector error
correction models). Several new exercises have been added, some of which form new
sections on bootstrapping and on applied econometrics.This edition is for sale in
all of the Americas, the West Indies, and U.S. dependencies only.