応用計量経済学（第２版）<br>Applied Econometrics （2ND）

  • ポイントキャンペーン

応用計量経済学（第２版）
Applied Econometrics （2ND）

  • ただいまウェブストアではご注文を受け付けておりません。 ⇒古書を探す
  • 製本 Paperback:紙装版/ペーパーバック版／ページ数 528 p.
  • 言語 ENG
  • 商品コード 9780230271821
  • DDC分類 330.015195

基本説明

In addition to providing instructions for performing all tests in EViews and Microfit, the book now includes instructions for STATA.

Full 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

Contents

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