Econometrics
Theory and Applications with EViews
Paperback Engels 2004 1e druk 9780273683742Samenvatting
Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed.
The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly.
The EViews software package is available from 'Quantitive Micro Software'.
Written for any undergraduate or postgraduate course in Econometrics.
Specificaties
Lezersrecensies
Inhoudsopgave
- 1. Basic Concepts of econometric models
- 2. Description of the data sets and introduction to the cases
- 3. Basic concepts of EViews and starting the research project
PART TWO: THE REDUCED-FORM MODEL
- 4. Description of the reduced-form model
- 5. Testing the deterministic assumption
- 6. Testing the stochastic assumption and model stability
- 7. A collection of topics around the linear model
PART THREE: SPECIFIC STRUCTURAL MODELS
- 8. Estimation with more general disturbance-term assumptions
- 9. Models with endogenous explanatory variables
- 10. Simultaneous equation models
- 11. Qualitative dependent variables
PART FOUR: TIME-SERIES MODELS
- 12. Dynamic models, unit roots and co-integration
- 13. Distributed lag models
- 14. Univariate time-series models
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