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Applied Econometrics: A Practical Guide

By: Material type: TextTextSeries: Routledge Advanced Texts in Economics and Finance SeriesPublication details: Routledge 2019 LondonDescription: 295pISBN:
  • 9780367110338
Subject(s): DDC classification:
  • 330.015195 MIN
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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

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