
Essentials of Applied Econometrics
University of California Press
1st Edition
Will be published approx. on 8. November 2016
Book
Paperback/Softback
240 pages
978-0-520-28833-1 (ISBN)
Description
Essentials of Applied Econometrics prepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an education in econometrics, this succinct text not only teaches best practices and state-of-the-art techniques, but uses vivid examples and data obtained from a variety of real world sources. The book's emphasis on application uniquely prepares the reader for today's econometric work, which can include analyzing causal relationships or correlations in big data to obtain useful insights.
More details
Edition
First Edition
Language
English
Place of publication
Berkerley
United States
Target group
College/higher education
Professional and scholarly
Product notice
Paperback (trade)
Illustrations
36 b-w illustrations, 28 table
Dimensions
Height: 235 mm
Width: 191 mm
Thickness: 13 mm
Weight
499 gr
ISBN-13
978-0-520-28833-1 (9780520288331)
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
Additional editions

Aaron D. Smith | J. Edward Taylor
Essentials of Applied Econometrics
E-Book
11/2016
1st Edition
University of California Press
€48.99
Available for download
Persons
Aaron Smith is Professor of Agricultural and Resource Economics at the University of California, Davis. His research focuses on government policy, prices, and trading in agricultural, energy, and financial markets. His research has won the awards for Quality of Communication, Quality of Research Discovery, and Outstanding American Journal of Agricultural Economics Article, all from the Agricultural and Applied Economics Association (AAEA). J. Edward Taylor is Professor of Agricultural and Resource Economics at the University of California, Davis. He has published more than 130 articles, book chapters, and books on topics ranging from international trade to ecotourism, immigration, and rural poverty. He has won research awards from the AAEA and teaching awards from UC Davis. He is listed in Who's Who in Economics as one of the world's most cited economists. A former editor of the American Journal of Agricultural Economics, he has worked on projects with the United Nations, the World Bank, and other agencies, as well as a number of foreign governments.
Content
Preface Acknowledgments About the Authors 1 Introduction to Econometrics 2 Simple Regression 3 Multiple Regression 4 Generalizing from a Sample 5 Properties of Our Estimators 6 Hypothesis Testing and Confidence Intervals 7 Predicting in a Nonlinear World 8 Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 9 Best of Blue II: Correlated Errors (Assumption CR3) 10 Sample Selection Bias (Assumption CR1) 11 Identifying Causation 12 Instrumental Variables: A Solution to the Endogeneity Problem Appendix: Critical Values for Commonly Used Tests in Econometrics Notes