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Applied Econometrics 2nd Edition by Dimitrios Asteriou ISBN 0230271820 978-0230271821

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Applied Econometrics 2nd Edition Dimitrios Asteriou Digital Instant Download

Author(s): Dimitrios Asteriou, Stephen G. Hall
ISBN(s): 9780230271821, 0230271820
Edition: 2
File Details: PDF, 6.84 MB
Year: 2011
Language: english
SKU: EB-5546586 Category: Tags: ,

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Product details:  

ISBN 10: 0230271820 

ISBN 13: 978-0230271821

Author: Dimitrios Asteriou

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

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Table of contents: 

Part I Statistical Background and Basic Data Handling

1. Fundamental Concepts

2. The Structure of Economic Data and Basic Data Handling

Part II The Classical Linear Regression Model

3. Simple Regression

4. Multiple Regression

Part III Violating the Assumptions of the CLRM

5. Multicollinearity

6. Heteroskedasticity

7. Autocorrelation

8. Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms

Part IV Topics in Econometrics

9. Dummy Variables

10. Dynamic Econometric Models

11. Simultaneous Equation Models

12. Limited Dependent Variable Regression Models

Part 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 Fests

16. Non-Stationarity and Unit-Root Tests

17. Cointegration and Error Correction Models

18. Identification in Standard and Cointegrated Systems

19. Solving Models

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Dimitrios Asteriou,Applied,Econometrics