Applied econometrics. (2016)

• Record Type: Book
• Further Information: Note: Dimitrios Asteriou, Professor in Econometrics, Hellenic Open University, Greece, Stephen G. Hall, Professor of Economics and Pro-Vice Chancellor, University of Leicester, UK.
• Other Names: 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.
• Edition: 3rd edition
• Publisher Details: London New York, NY : Palgrave Macmillan
• Publication Date: 2016
• Extent: 1 online resource (xxx, 518 pages)
• Subjects: 330.01/5195; Economics; Econometrics; Econometrics -- Statistical methods; Econometrics -- Data processing; Econometrics; Econometrics -- Data processing; Econometrics -- Statistical methods; Ökonometrie; Software; Management science; Business & Economics -- Econometrics; Econometrics; Electronic books
• Languages: English
• ISBNs: 1137415479; 9781137415479
• Related ISBNs: 1137415460; 9781137415462
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• 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.