Introductory Econometrics: A Practical Approach

ISBN-13: 9780415566872 / Angielski / Twarda / 2011 / 384 str.

Hamid Seddighi

Opis

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.

Recenzje

"Introductory Econometrics: A Practical Approach is most aptly named. It explains step by step the applications of econometric methods in practice. The text also discusses the key econometric issues in a non-mathematical way and provides a summary of key issues in econometrics. The book covers all econometric topics for typical undergraduate courses: the classical regression model, simultaneous equations, qualitative variables and panel data, time series econometrics." - Nam T. Hoang, Economic Record

Spis treści

Unit 1: Single Equation Regression Models  1. Economic Theory and Modelling in Practice  2. Formulating Single Equations Regression Models  3. Estimating single equation Regression Models, Basic ideas, Concepts and Methods  4 .Evaluation of the Regression Results- Hypotheses Testing and Tests of Significance  5. Autocorrelation, Hetroscedasticity and Diagnostic Testing  6. The Phenomenon of the Spurious Regression, Data Generation Process (DGP), and Additional Diagnostic Tests  7. Traditional Approach to Dynamic Modelling: The Distributed Lag Models  Unit 2: Simultaneous- Equation Regression Models  8 Simultaneous- Equation Models and Econometric Analysis. Unit 3 Qualitative Variables in Econometric Models and Panel data Regression Models  9. Dummy Variable Regression Models  10. Qualitative Response Regression Models  11. Panel Data Regression Models  Unit 4 Time Series Econometrics 12. Stationary and Non –stationary Time Series  13. Testing For Stationarity :The Unit Root Tests  14. Cointegration Analysis: Two -Variable Case  15. Cointegration Analysis: Multivariate Case  Unit 5 Aspects of Financial Time Series Econometrics  16 Modelling Volatility and Correlations in Financial Time Series

O autorze

Hamid Seddighi is Senior Lecturer in the Faculty of Business and Law at the University of Sunderland, UK.