Applied Econometrics

Applied Econometrics

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This introduction to econometrics is designed for the undergraduate author explains the econometric principles that underlie the techniques used and displays empirical results derived from both economic and econometric theory. This book is designed to be of interest to second and third year undergraduate students of econometrics, empirical methods or managerial economics.
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Product details

  • Hardback | 624 pages
  • 203.2 x 230 x 31.75mm | 1,209g
  • Harlow, United Kingdom
  • English
  • 0060438479
  • 9780060438470

Table of contents

The scope and method of econometrics; statistical prerequisites - descriptive statistics, probability, mathematical expectation and estimator theory; a primer on the sources, manipulation and computer processing of economic data; econometric theory - the bivariate regression model; extension of the bivariate model - statistical inference and forecasting; econometric theory - the multiple regression model; a guided illustration of variable selection, estimation and critiquing of multiple regression equations; equation specification, dichotomous variables; problems with the multiple regression model 1 - specification error, measurement error and collinearity; autocorrelation; heteroscedasticity; equations with lagged variables - the distributed lag and autoregressive models; simultaneous equations models; estimation methods for structural equations.
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