Introductory Econometrics Using Monte Carlo Simulation with Microsoft Excel

Name: Introductory Econometrics Using Monte Carlo Simulation with Microsoft Excel
Price: 6.5 USD
Availability: InStock
ISBN: 9780521843195

ISBN-10: 0521843197

ISBN-13: 9780521843195

Edition: 2006

Authors: Humberto Barreto, Frank Howland

List price: $99.99

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Description:

This highly accessible and innovative text (and accompanying CD-ROM) uses Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run monte Carlo simulations in which they repeatedly sample from artificial data sets in order to understand the data generating process and sampling distribution. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software.

Book details

List price: $99.99
Copyright year: 2006
Publisher: Cambridge University Press
Publication date: 12/26/2005
Binding: Hardcover
Pages: 800
Size: 7.25" wide x 10.00" long x 1.25" tall
Weight: 3.432
Language: English




Description



Introduction



Correlation



Pivot tables



Computing regression



Interpreting regression



Functional form



Multivariate regression



Dummy variables



Inference



Monte Carlo simulation



Inferential statistics review



Measurement box model



Comparing two populations



The classical econometric model



The Gauss Markov theorem



Understanding the standard error



Hypothesis testing and confidence intervals



F tests



Omitted variable bias



Heteroskedasticity



Autocorrelation



The series topics



Dummy dependent variables



Bootstrap



Simultaneous equations