Applied Econometrics - A Practical Guide (Paperback, 3rd Edition)

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.

Table of Contents

1. Review of Estimation and Hypothesis Tests

2. Simple Linear Regression Models

3. Multiple Linear Regression Models

4. Dummy Explanatory Variables

5. More on Multiple Regression Analysis

6. Endogeneity and Two-Stage Least Squares Estimation

7. Models for Panel Data

8. Simultaneous Equations Models

9. Vector Autoregressive (VAR) Models

10. Autocorrelation and ARCH/GARCH

11. Unit Root, Cointegration and Error Correction Model

12. Qualitative and Limited Dependent Variable Models

General

Imprint:	Taylor & Francis
Country of origin:	United Kingdom
Series:	Routledge Advanced Texts in Economics and Finance
Release date:	February 2019
First published:	2019
Authors:	Chung-ki Min
Dimensions:	246 x 174 x 18mm (L x W x T)
Format:	Paperback
Pages:	312
Edition:	3rd Edition
ISBN-13:	978-0-367-11033-8
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Business & Economics > Economics > Econometrics > General Promotions Books > Promotion > Routledge Economics
LSN:	0-367-11033-4
Barcode:	9780367110338

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