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Econometrics in Practice

ISBN-13: 9781683926603
Publisher: MERCURY LEARNING
Imprint: MERCURY LEARNING
By Paul Turner
Price: AUD $139.00
Stock: 4 in stock
Availability: Order will be despatched as soon as possible.
Local release date: 10/11/2021
Format: Hardback (229.00mm X 178.00mm) 400 pages Weight: 970g
Categories: Economics [KC]Economic systems & structures [KCS]Probability & statistics [PBT]Data mining [UNF]

Description
Table of Contents
Google Preview: This book covers the econometric methodsnecessary for a practicing applied economist or data analyst. This requiresboth an understanding of statistical theory and how it is used in actual applications. Chapters 1 to 9 present the material concerned with basic statistical theory. Chapters 10 to 13 introduce a number of topics which form the basis of more advanced option modules, such as time series methods in applied econometrics. To get the most out of these topics, companion files include Excel datasets and 4-color figures. It includes pull down menus to graph the data, calculate sample statistics and estimate regression equations. FEATURES: Integration of econometrics methods with statistical foundations Worked examples of all models considered in the text Includes Excel datasheets to facilitate estimation and application of models Features instructor ancillaries for use as atextbook; 1: Probability and the Statistical Foundations of Econometrics 2: Statistical Inference 3: The Bivariate Regression Model 4: The Multivariate Regression Model 5: Serial Correlation 6: Heteroscedasticity, Functional Form, and Structural Breaks 7: Binary Dependent Variables 8: Stochastic Regressors 9: DynamicModels 10: Time Series Analysis and ARIMA Modelling 11: Unit Roots andSeasonality 12: Cointegration 13: Vector Autoregressions References Index; Google Preview content