Applied Econometrics

By:

Asteriou, Dimitrios

Contributor(s):

Hall, Stephen G

Material type: Text

TextPublication details: Palgrave Macmillan Publishers Limited 2016 LondonEdition: 3rd edDescription: 518pISBN:

9781137415462

Subject(s):

DDC classification:

330.015915 AST

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	330.015915 AST (Browse shelf(Opens below))	Available		M0033355

Total holds: 0

Part I: Statistical Background and Basic Data Handling
1. Fundamental Concepts
2. The Structure of Economic Data and Basic Data Handling

Part II: The Classical Linear Regression Model
3. Simple Regression
4. Multiple Regressions

Part III: Violating the Assumptions of the Clrm
5. Multicollinearity
6. Heteroskedasticity
7. Autocorrelation
8. Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms

Part IV: Topics in Econometrics
9. Dummy Variables
10. Dynamic Econometric Models
11. Simultaneous Equation Models
12. Limited Dependent Variable Regression Models

Part V: Time Series Econometrics
13. ARIMA Models and the Box–Jenkins Methodology
14. Modelling the Variance: ARCH–GARCH Models
15. Vector Autoregressive (VAR) Models and Causality Tests
16. Non-Stationarity and Unit Root Tests
17. Cointegration and Error-Correction Models
18. Identification in Standard and Cointegrated Systems
19. Solving Models
20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters

Part VI: Panel Data Econometrics
21. Traditional Panel Data Models
22. Dynamic Heterogeneous Panels
23. Non-Stationary Panels

Part VII: Using Econometric Software
24. Practicalities in Using Eviews and Stata

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