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Applied Econometrics is an extremely user-friendly and application-focused book to econometrics. This book is perfect for beginners and promises simplicity and practicality to understanding of econometric models. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics.
Sommario
1. Review of Estimation and Hypothesis Tests 2. Simple Linear Regression Models 3. Multiple Linear Regression Models 4. Dummy Explanatory Variables 5. More on Multiple Regression Analysis 6. Endogeneity and Two-Stage Least Squares Estimation 7. Models for Panel Data 8. Simultaneous Equations Models 9. Vector Autoregressive (VAR) Models 10. Autocorrelation and ARCH/GARCH 11. Unit Root, Cointegration and Error Correction Model 12. Qualitative and Limited Dependent Variable Models
Info autore
Chung-ki Min is Professor of Economics at Hankuk University of Foreign Studies, Seoul, South Korea.
Riassunto
Applied Econometrics is an extremely user-friendly and application-focused book to econometrics. This book is perfect for beginners and promises simplicity and practicality to understanding of econometric models. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics.
Testo aggiuntivo
'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.' — Professor In Choi, Department of Economics, Sogang University, Korea
'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' — Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University, Australia
