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Econometrics Theory and Applications with EViews

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ISBN-10: 0273683748

ISBN-13: 9780273683742

Edition: 2005

Authors: Ben Vogelvang

List price: $89.50
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Economists are regularly confronted with results of quantitative economics research.Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed.The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly.The EViews software package is available from…    
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Book details

List price: $89.50
Copyright year: 2005
Publisher: Pearson Education, Limited
Binding: Paperback
Pages: 384
Size: 6.77" wide x 9.21" long x 0.79" tall
Weight: 1.430
Language: English

Preparatory Work
Basic Concepts of econometric models
Description of the data sets and introduction to the cases
Basic concepts of EViews and starting the research project
The Reduced-Form Model
Description of the reduced-form model
Testing the deterministic assumption
Testing the stochastic assumption and model stability
A collection of topics around the linear model
Specific Structural Models
Estimation with more general disturbance-term assumptions
Models with endogenous explanatory variables
Simultaneous equation models
Qualitative dependent variables
Time-Series Models
Dynamic models, unit roots and co-integration
Distributed lag models
Univariate time-series models
References
Index