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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