Applied econometrics. (2016)

• Record Type: Book
• Further Information: Note: Dimitrios Asteriou, Stephen G. Hall.
• Authors: Asteriou, Dimitrios, 1973-; Hall, S. G
• Contents: Preface; PART I: STATISTICAL BACKGROUND AND BASIC DATA HANDLING; 1. Fundamental Concepts; 2. The Structure Of Economic Data and Basic Data Handling; PART II: THE CLASSICAL LINEAR REGRESSION MODEL; 3. Simple Regression; 4. Multiple Regression; PART III: VIOLATING THE ASSUMPTIONS OF THE CLRM; 5. Multicollinearity; 6. Heteroskedasticity; 7. Autocorrelation; 8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional Forms; PART IV: TOPICS IN ECONOMETRICS; 9. Dummy Variables; 10. Dynamic Econometric Models; 11. Simultaneous Equation Models; 12. Limited Dependent Variable Regression Models; PART V: TIME SERIES ECONOMETRICS; 13. ARIMA Models And The Box–Jenkins Methodology; 14. Modelling The Variance: ARCH–GARCH Models; 15. Vector Autoregressive(VAR) Models And Causality Tests; 16. Non-Stationarity and Unit Root Tests; 17. Cointegration and Error-Correction Models; 18. Identification In Standard and Cointegrated Systems; 19. Solving Models; 20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters; PART VI: PANEL DATA ECONOMETRICS; 21. Traditional Panel Data Models; 22. Dynamic Heterogeneous Panels; 23. Non-Stationary Panels; PART VII: USING ECONOMETRIC SOFTWARE; 24. Practicalities in Using Eviews and Stata
• Publisher Details: London, [England] New York, New York : Palgrave
• Publication Date: 2016
• Copyright Date: 2016
• Extent: 1 online resource (549 pages), illustrations, tables
• Subjects: 330.015195; Accounting/Financial; Econometrics; Econometrics -- Statistical methods; Econometrics -- Data processing; Statistics; Econometrics; Business & management; Economics; Electronic books
• Languages: English
• ISBNs: 1137415479; 9781137415479
• Related ISBNs: 9781137415462; 1137415460
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.