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Applied econometrics : a modern approach using EViews and Microfit

Author: Dimitrios Asteriou
Publisher: Basingstoke [England] ; New York : Palgrave Macmillan, 2006.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"Applied Econometrics is essential reading for economics students undertaking project or dissertation work in econometrics or quantitative economics. It is the first practical, 'how-to', guide that takes you from the various forms of econometric data, through their formatting in electronic media, to their transfer to and use in the most widely used software packages, including Excel, Microfit and Econometric Views  Read more...
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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Dimitrios Asteriou
ISBN: 1403939845 9781403939845
OCLC Number: 57638998
Description: xix, 423 pages : illustrations ; 24 cm
Contents: 1. Introduction --
pt. I. Statistical background and basic data handling --
2. The structure of economic data --
3. Working with data : basic data handling --
pt. II. The classical linear regression model --
4. Simple regression --
5. Multiple regression --
pt. III. Violating the assumptions of the CLRM --
6. Multicollinearity --
7. Heteroskedasticity --
8. Autocorrelation --
9. Misspecification : wrong regressors, measurement errors and wrong functional forms --
pt. IV. Topics in econometrics --
10. Dummy variables --
11. Dynamic econometric models --
12. Simultaneous equation models --
pt. V. Time series econometrics --
13. ARIMA models and the Box-Jenkins methodology --
14. Modelling the variance : ARCH-GARCH models --
15. Vector autoregressive (VAR) models and causality tests --
16. Non-stationarity and unit-root tests --
17. Cointegration and error-correction models --
pt. VI. Panel data econometrics --
18. Traditional panel data models --
19. Dynamic heterogeneous panels --
20. Non-stationary panels --
21. Practicalities in using EViews and Microfit.
Responsibility: Dimitrios Asteriou.

Abstract:

A 'how-to' guide that takes you from the various forms of econometric data, through their formatting in electronic media, to their transfer to and use in the most widely used software packages. Each  Read more...

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