Cart
Free Shipping in the UK
Proud to be B-Corp

Applied Econometrics Dimitrios Asteriou

Applied Econometrics By Dimitrios Asteriou

Applied Econometrics by Dimitrios Asteriou


£6.00
New RRP £35.99
Condition - Very Good
Only 3 left

Summary

This 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 shown how to transfer and use the data in the most popular software packages.

Applied Econometrics Summary

Applied Econometrics: A Modern Approach Using Eviews and Microfit by Dimitrios Asteriou

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.

About Dimitrios Asteriou

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.

Table of Contents

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

Additional information

GOR003696619
9780230506404
0230506402
Applied Econometrics: A Modern Approach Using Eviews and Microfit by Dimitrios Asteriou
Used - Very Good
Paperback
Palgrave Macmillan
2007-03-26
424
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Applied Econometrics