Applied Econometrics

ISBN-10: 0230271820

ISBN-13: 9780230271821

Edition: 2nd 2011 (Revised)

Authors: Dimitrios Asteriou, Stephen G. Hall

List price: $41.99
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Book details

List price: $41.99
Edition: 2nd
Copyright year: 2011
Publisher: Palgrave Macmillan Limited
Publication date: 6/8/2011
Binding: Paperback
Pages: 512
Size: 7.25" wide x 9.50" long x 1.25" tall
Weight: 2.442
Language: English

DIMITRIOS ASTERIOU is Associate Professor in Economics at the Hellenic Open University, School of Social Sciences in Greece. He is also the Secretary general of the European Economics and Finance Society STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at the University of Pretoria, South Africa. He is Visiting Senior Research Fellow at the National Institute of Economic and Social Research, Member of the Executive Committee of the UN project LINK and Editor of 'Economic Modelling'.

Statistical Background and Basic Data Handling
Fundamental Concepts
The Structure of Economic Data and Basic Data Handling
The Classical Linear Regression Model
Simple regression
Multiple regression
Violating the Assumptions of the Clrm
Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms
Topics in Econometrics
Dummy Variables
Dynamic Econometric Models
Simultaneous Equation Models
Limited Dependent Variable Regression Models
Time Series Econometrics
ARIMA Models and the Box���Jenkins Methodology
Modelling the Variance: ARCH���GARCH models
Vector Autoregressive (VAR) Models and Causality Tests
Non-stationarity and Unit Root Tests
Cointegration and Error-correction Models
Identification in Standard and Cointegrated Systems
Solving models
Panel Data Econometrics
Traditional Panel Data Models
Dynamic Heterogeneous Panels
Non-stationary Panels
Using Econometric Software
Practicalities using EViews, Microfit and STATA
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