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Applied econometrics:

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Bibliographic Details
Main Authors:	Asteriou, Dimitrios 1973- (Author), Hall, Stephen G. 1953- (Author)
Format:	Book
Language:	English
Published:	Basingstoke [u.a.] Palgrave Macmillan 2011
Edition:	2. ed.
Subjects:	Wirtschaft Econometrics Economics > Statistical methods Anwendung Software Ökonometrie Statistik
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020651616&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Physical Description:	XXVII, 499 S. Ill., graph. Darst.
ISBN:	9780230271821

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Record in the Search Index

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adam_text	Titel: Applied econometrics Autor: Asteriou, Dimitrios Jahr: 2011 Brief Contents Part I Statistical Background and Basic Data Handling 1 1. Fundamental Concepts 3 2. The Structure of Economic Data and Basic Data Handling 14 Part II The Classical Linear Regression Model 27 3. Simple Regression 29 4. Multiple Regression 65 Part III Violating the Assumptions of the CLRM 93 5. Multicollinearity 95 6. Heteroskedasticity 109 7. Autocorrelation 148 8. Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms 172 Part IV Topics in Econometrics 199 9. Dummy Variables 201 10. Dynamic Econometric Models 221 11. Simultaneous Equation Models 233 12. Limited Dependent Variable Regression Models 244 Part V Time Series Econometrics 263 13. ARIMA Models and the Box-Jenkins Methodology 265 14. Modelling the Variance: ARCH-GARCH Models 287 15. Vector Autoregressive (VAR) Models and Causality Tests 319 16. Non-Stationarity and Unit-Root Tests 334 17. Cointegration and Error-Correction Models 355 18. Identification in Standard and Cointegrated Systems 391 19. Solving Models 402 vi Brief Contents Part VI Panel Data Econometrics 413 20. Traditional Panel Data Models 415 21. Dynamic Heterogeneous Panels 431 22. Non-stationary Panels 441 Part VII Using Econometric Software 457 23. Practicalities of Using EViews, Microfit and Stata 459
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spellingShingle	Asteriou, Dimitrios 1973- Hall, Stephen G. 1953- Applied econometrics Wirtschaft Econometrics Economics Statistical methods Anwendung (DE-588)4196864-5 gnd Software (DE-588)4055382-6 gnd Ökonometrie (DE-588)4132280-0 gnd Statistik (DE-588)4056995-0 gnd
subject_GND	(DE-588)4196864-5 (DE-588)4055382-6 (DE-588)4132280-0 (DE-588)4056995-0
title	Applied econometrics
title_auth	Applied econometrics
title_exact_search	Applied econometrics
title_full	Applied econometrics Dimitrios Asteriou ; Stephen G. Hall
title_fullStr	Applied econometrics Dimitrios Asteriou ; Stephen G. Hall
title_full_unstemmed	Applied econometrics Dimitrios Asteriou ; Stephen G. Hall
title_short	Applied econometrics
title_sort	applied econometrics
topic	Wirtschaft Econometrics Economics Statistical methods Anwendung (DE-588)4196864-5 gnd Software (DE-588)4055382-6 gnd Ökonometrie (DE-588)4132280-0 gnd Statistik (DE-588)4056995-0 gnd
topic_facet	Wirtschaft Econometrics Economics Statistical methods Anwendung Software Ökonometrie Statistik
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020651616&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT asterioudimitrios appliedeconometrics AT hallstepheng appliedeconometrics

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