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Informationen zum Autor Gary Koop is Professor of Economics at the University of Strathclyde. Gary has published numerous articles econometrics in journals such as the Journal of Econometrics and Journal of Applied Econometrics . Gary has taught econometrics for many years and is the author of following textbooks, all published by John Wiley & Sons Ltd: Analysis of Economic Data 2ed, Analysis of Financial Data and Bayesian Econometrics Klappentext Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses. Key Features: A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the reader to quickly start empirical work. The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible. Provides a good balance between econometric theory and empirical applications. Discusses a wide range of models used by applied economists including many variants of the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample exercises with answers, and slides for lecturers. URL: www.wileyeurope.com/college/koop Zusammenfassung Introduction to Econometric Modelling provides an introduction to econometrics for undergraduate students. In this book, Gary Koop provides a broader set of models than is offered in existing textbooks and places greater focus on models (e.g. the regression model) than the methods that are used to analyze the models. Inhaltsverzeichnis Preface ix Chapter 1 An Overview of Econometrics 1 1.1 The importance of econometrics 1 1.2 Types of economic data 2 1.3 Working with data: graphical methods 6 1.4 Working with data: descriptive statistics and correlation 11 1.5 Chapter summary 26 Exercises 26 Chapter 2 A Non-technical Introduction to Regression 29 2.1 Introduction 29 2.2 The simple regression model 30 2.3 The multiple regression model 42 2.4 Chapter summary 55 Exercises 57 Chapter 3 The Econometrics of the Simple Regression Model 59 3.1 Introduction 59 3.2 A review of basic concepts in probability in the context of the regression model 60 3.3 The classical assumptions for the regression model 64 3.4 Properties of the ordinary least-squares estimator of ß 67 3.5 Deriving a confidence interval for ß 75 3.6 Hypothesis tests about ß 77 3.7 Modifications to statistical procedures when ¿ 2 is unknown 78 3.8 Chapter summary 81 Exercises 82 Appendix 1: Proof of the Gauss-Markov theorem 84 Appendix 2: Using asymptotic theory in the simple regression model 85 Chapter 4 The Econometrics of the Multiple Regression Model 91 4.1 Introduction 91 4.2 Basic results for the multiple reg...
