Applied Econometrics

£72.99

Applied Econometrics

A Practical Guide

Econometrics and economic statistics Economic forecasting

Author: Chung-ki Min

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Collection: Routledge Advanced Texts in Economics and Finance

Language: English

Published by: Routledge

Published on: 8 March 2019

Format: LCP-protected ePub

Size: 10 Mb

ISBN: 9780429656507


Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:

Endogeneity and Two-stage Least Squares

Simultaneous Equations Models

Panel Data Models

Qualitative and Limited Dependent Variable Models

Vector Autoregressive (VAR) Models

Autocorrelation and ARCH/GARCH Models

Unit Root and Cointegration

The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

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