Applied Econometrics |
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| Author:
| Min, Chung Ki |
| Series title: | Routledge Advanced Texts in Economics and Finance Ser. |
| ISBN: | 978-0-367-11032-1 |
| Publication Date: | Mar 2019 |
| Publisher: | Routledge
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| Book Format: | Hardback |
| List Price: | USD $150.00 |
Book Description:
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Applied Econometrics: A Practical Guideis an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:
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More DescriptionApplied Econometrics: A Practical Guideis an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:
- Endogeneity and Two-stage Least Squares
- Simultaneous Equations Models
- Panel Data Models
- Qualitative and Limited Dependent Variable Models
- Vector Autoregressive (VAR) Models
- Autocorrelation and ARCH/GARCH Models
- Unit Root and Cointegration
The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excepts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.