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Applied Econometrics: A Practical Guide
Contributor(s): Min, Chung-Ki (Author)
ISBN: 0367110326     ISBN-13: 9780367110321
Publisher: Routledge
OUR PRICE:   $178.20  
Product Type: Hardcover - Other Formats
Published: February 2019
Qty:
Temporarily out of stock - Will ship within 2 to 5 weeks
Additional Information
BISAC Categories:
- Business & Economics | Econometrics
- Business & Economics | Economics - General
Dewey: 330.015
LCCN: 2018049763
Series: Routledge Advanced Texts in Economics and Finance
Physical Information: 312 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

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.