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Applied Econometrics : A Practical Guide

Name: Applied Econometrics : A Practical Guide
Brand: Routledge
SKU: 9780367110338
Price: 11376.00 INR
Availability: InStock
ISBN: 9780367110338

Contributor(s): Min, Chung-ki Author Format: Paperback

Paperback · ISBN 9780367110338

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Key Specifications

ISBN	9780367110338
Publisher	Routledge
Publication date	February 2019
Language	English
MRP	£80.99 GBP
Page count	314
Item weight	115 g

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:

Endogeneity and Two-stage Least Squares
Simultaneous Equations Models
Panel Data Models
Qualitative and Limited Dependent Variable Models
Vector Autoregressive (VAR) Models
Autocorrelation and ARCH/GARCH Models
Unit Root and Cointegration

The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Applied Econometrics : A Practical Guide

Key Specifications

Min, Chung-ki Author

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