Applied Econometrics / Dimitrios Asteriou & Stephen G. Hall

By:

Asteriou, Dimitrios

Contributor(s):

Hall, Stephen G

Material type:

TextLanguage: English Publication details: New Delhi : Bloomsbury, 2022. Description: 536 pISBN:

9789356401303

Subject(s):

Econometrics

DDC classification:

23 330.015195 AST

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 Tests 16. Non-Stationarity and Unit Root Tests 17. Cointegration and Error-Correction Models 18. Identification In Standard and Cointegrated Systems 19. Solving Models 20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters PART VI: PANEL DATA ECONOMETRICS 21. Traditional Panel Data Models 22. Dynamic Heterogeneous Panels 23. Non-Stationary Panels PART VII: USING ECONOMETRIC SOFTWARE 24. Practicalities in Using Eviews and Stata.

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Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	General Books	CUTN Central Library General Stacks				330.015 AST (Browse shelf(Opens below))					Available			46433

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 Tests
16. Non-Stationarity and Unit Root Tests
17. Cointegration and Error-Correction Models
18. Identification In Standard and Cointegrated Systems
19. Solving Models
20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters
PART VI: PANEL DATA ECONOMETRICS
21. Traditional Panel Data Models
22. Dynamic Heterogeneous Panels
23. Non-Stationary Panels
PART VII: USING ECONOMETRIC SOFTWARE
24. Practicalities in Using Eviews and Stata.

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