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Introductory Econometrics

A Modern Approach

Hardcover

Published: 1st April 2008
RRP $553.99
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INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e illustrates how empirical researchers think about and apply econometric methods in real-world practice. The text's unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering questions in business, policy evaluation, and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices. Its unique organization separates topics by the kinds of data being analyzed, leading to an appreciation for the important issues that arise in drawing conclusions from the different kinds of data economists use. Packed with relevant applications, INTRODUCTORY ECONOMETRICS offers a wealth of interesting data sets that can be used to reproduce the examples in the text or as the starting point for original research projects.

"The most important strength of this text is its close connection (in terms of both style/structure and content) to the way empirical research is actually conducted. In particular, the emphasis on whether or not an estimated relationship can be considered causal is central to econometric practice today, and this book, unlike many others, makes that clear. The book is very comprehensive, with a wide range of topics that other introductory econometrics books do not always include but that are very common in research (e.g. panel data)."

The Nature of Econometrics and Economic Data
Regression Analysis With Cross-Sectional Data
The Simple Regression Model
Multiple Regression Analysis: Estimation
Multiple Regression Analysis: Inference
Multiple Regression Analysis: OLS Asymptotics
Multiple Regression Analysis: Further Issues
Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
Heteroskedasticity
More on Specification and Data Problems
Regression Analysis With Time Series Data
Basic Regression Analysis with Time Series Data
Further Issues in Using OLS with Time Series Data
Serial Correlation and Heteroskedasticity in Time Series Regressions
Advanced Topics
Pooling Cross Sections across Time: Simple Panel Data Methods
Advanced Panel Data Methods
Instrumental Variables Estimation and Two Stage Least Squares
Simultaneous Equations Models
Limited Dependent Variable Models and Sample Selection Corrections
Advanced Time Series Topics
Carrying out an Empirical Project
Appendices
Basic Mathematical Tools
Fundamentals of Probability
Fundamentals of Mathematical Statistics
Summary of Matrix Algebra
The Linear Regression Model in Matrix Form
Answers to Chapter Questions
Statistical Tables
References
Glossary
Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780324581621
ISBN-10: 0324581629
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 888
Published: 1st April 2008
Dimensions (cm): 24.2 x 19.1  x 3.8
Weight (kg): 1.497