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Using Python for Introductory Econometrics
Contributor(s): Brunner, Daniel (Author), Heiss, Florian (Author)
ISBN:     ISBN-13: 9798648436763
Publisher: Independently Published
OUR PRICE:   $25.56  
Product Type: Paperback
Published: May 2020
Qty:
Additional Information
BISAC Categories:
- Business & Economics | Econometrics
Physical Information: 0.87" H x 8" W x 10" (1.87 lbs) 430 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

  • Introduces the popular, powerful and free programming language and software package Python
  • Focus: implementation of standard tools and methods used in econometrics
  • Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
  • Companion website with full text, all code for download and other goodies

Topics:

  • A gentle introduction to Python
  • Simple and multiple regression in matrix form and using black box routines
  • Inference in small samples and asymptotics
  • Monte Carlo simulations
  • Heteroscedasticity
  • Time series regression
  • Pooled cross-sections and panel data
  • Instrumental variables and two-stage least squares
  • Simultaneous equation models
  • Limited dependent variables: binary, count data, censoring, truncation, and sample selection
  • Formatted reports using Jupyter Notebooks