Applied econometrics : a modern approach using EViews and Microfit

Title:

Author:

Asteriou, Dimitrios, 1973-

ISBN:

9780230506404

Personal Author:

Asteriou, Dimitrios, 1973-

Edition:

Rev. ed.

Publication Information:

Basingstoke [England] ; New York : Palgrave Macmillan, 2007.

Physical Description:

xxv, 397 p. : ill. ; 25 cm.

Contents:

Statistical background and basic data handling -- The classical linear regression model -- Violating the assumptions of the CLRM -- Topics in econometrics -- Time series econometrics -- Panel data econometrics.

Subject Term:

Ekonometri .

Ekonomi -- İstatistiksel yöntemler.

Econometrics.

Economics -- Statistical methods.

Added Author:

Hall, S. G.

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Library	Material Type	Item Barcode	Shelf Number	Status
Searching... Pamukkale Central Library	Book	0060739	HB139A853 2007	Searching... Unknown

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Summary

Dealing specifically with the use of econometric software, this text takes the reader from the various forms of econometric data through their formatting in electronic media to their transfer to and use in widely used software packages - Excel, Microfit and Eviews.

Author Notes

DIMITRIOS ASTERIOU is a Lecturer in Economics at the Department of Economics, City University, UK. STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at Pretoria University, South Africa. He is Visiting Senior Research Fellow at the National Institute of Economic and Social Research, Member of the Executive Committee of the UN project LINK and Editor of Economic Modelling.

Introduction

Part 1 Statistical Background and Basic Data Handling

The Structure of Economic Data

Working With Data: Basic Data Handling

Part 2 The Classical Linear Regression Model

Simple Regression

Multiple Regression

Part 3 Violating the Assumptions of the CLRM

Multicollinearity

Heteroskdasticity

Autocorrelation

Mis-specifications: Wrong Regressors, Measurement Errors and Wrong Functional Forms

Part 4 Topics in Econometrics

Dummy Variables

Dynamic Econometric Models

Simultaneous Equation Models

Part 5 Time Series Econometrics

ARIMA Models and The Box-Jenkins Methodology

Modelling the Variance: ARCH-GARCH Models

Vector Autoregressive (VAR) Models and Causality Tests

Non Stationarity and Unit Root Tests

Cointegration and Error Correction Models

Part 6 Panel Data Econometrics

Traditional Panel Data Models

Dynamic Heterogeneous Panels

Non-Stationary Panels

Practicalities in Using EViews and Microfit

Introduction

Part 1 Basics and the CLRM

Economic Data

Working With Data: Basic Data Handling

Simple Regression

Multiple Regression

Dummy Variables

Part 2 Violating the Assumptions of the CLRM

Mis-specifications: Wrong Regressors

Measurement Errors and Wrong Functionsal Forms

Heteroskedasticity Autocorrelation

Multicollinearity Autoregression

Part 3 Time Series Econometrics ARIMA

Models and The Box-Jenkins Methodology

Vector Autoregressive (VAR) Models and Causality Tests

Non Stationarity and Unit Root Tests

Cointegration and Error Correction Models

Modelling the Variance: ARCH-GARCH Models

References

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Summary

Summary

Author Notes

Table of Contents