Applied Econometrics
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Beschreibung
The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them.
Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'.
Applied Econometrics third edition includes:
• Thorough updates of all material in the book
• More finance applications
• A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters
This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.
This textbook offers a unique blend of theory and practical application. Taking students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion, it provides perfect preparation for doing applied econometric work. Economic tests and methods of estimation are presented clearly, and practical guidance on using several types of software packages is given. Real world data is used throughout and emphasis is given to the interpretation of the results, and the conclusions to be drawn from them in econometric work.
This book will be core reading for undergraduate and Master’s students on an Economics or Finance degree, who take a course in applied econometrics. Its practical nature makes it perfect for modules requiring a research project.
- An applied, step-by-step approach that blends theory and application and focuses on how to analyze data
- Packed with real life data and examples, the hands-on approach prepares students for empirical research projects
- Takes students from a basic to advanced level in a step-by-step fashion
- A companion website for lecturers with slides to use in teaching
new_to_this_edition
- The number of finance applications has been expanded throughout, to make the book more suitable for finance students- A new chapter on Time Varying Coefficient models has been added
- Expanded discussion on current topics in econometrics, such as structural VAR models
Autor*in
Dimitrios Asteriou
Themen in »Applied Econometrics«
Econometrics GARCH Multiple Regression Parameter STATA Structural VAR Models cointegration econometrics economic data economics empirical research integration modeling panel data regression