Applied Econometrics A Practical Guide Routledge Advanced Texts in Economics and Finance Series
Auteur : Min Chung-ki
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.
Chung-ki Min is Professor of Economics at Hankuk University of Foreign Studies, Seoul, South Korea.
Date de parution : 02-2019
17.4x24.6 cm
Date de parution : 02-2019
17.4x24.6 cm
Thèmes d’Applied Econometrics :
Mots-clés :
Stock Price Synchronicity; Vector Autoregressive (VAR) Models; OLS Regression; Linear Regression Models; OLS Estimation Result; Hypothesis Testing; OLS Method; Econometric modelling; OLS Estimation; Financial econometrics; County Specific Effects; Applied econometrics; Dummy Variable; GMM Estimator; OLS Estimator; Endogenous Explanatory Variable; LOGIT Model; Var Model; Current Period Earnings; WOM Referral; Generalize Arch; Dynamic Panel Data Model; Intangibles Intensity; Time Specific Effects; Unit Specific Effects; Arch Model; GARCH Model; Inverse Mills Ratio; TGARCH Model; Lag Order; IQ Test Score