Buch, Englisch, 544 Seiten, Format (B × H): 218 mm x 277 mm, Gewicht: 1361 g
Buch, Englisch, 544 Seiten, Format (B × H): 218 mm x 277 mm, Gewicht: 1361 g
ISBN: 978-0-07-351141-2
Verlag: MCGRAW HILL BOOK CO
Practical Econometrics bridges the gap between theoretical and practical knowledge of introductory econometrics. The intuition underlying each individual econometric tool is explained, both verbally and visually whenever possible, before introducing the technical details required to actually implement the tool. Particular attention is paid to developing correct interpretation skills and the how-to's associated with effectively communicating the quality of one's work. The goal is to provide readers with not only the desire but also the practical know-how to correctly utilize the econometric tools introduced and thereby increase the true power of the introductory econometrics course. Both Microsoft Excel and Stata software packages provide data examples throughout the text.
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Part 1: The Basics1.An Introduction to Econometrics, Statistical Inference, and Data Collection2.Collection and Management of Data3.Summary StatisticsPart 2: Linear Regression Analysis4.Simple Linear Regression5.Hypothesis Testing in Linear Regression Analysis6.Multiple Linear Regression Analysis7.Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis8.Model Selection in Multiple Linear Regression AnalysisPart 3: Violations of Assumptions9.Heteroskedasticity10.Time Series Analysis11.AutocorrelationPart 4: Advanced Topics in Econometrics12.Limited Dependent Variables13.Panel Data14.Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error15.Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods16.How to Conduct and Write-Up and Empirical Research ProjectAppendix A: Data CollectionAppendix B: Stata Commands
