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Econometrics Ben Vogelvang

Econometrics By Ben Vogelvang

Econometrics by Ben Vogelvang


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Condition - Well Read
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Summary

This work provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The emphasis is on understanding how to select the right method of analysis for a given situation.

Econometrics Summary

Econometrics: Theory and Applications with EViews by Ben Vogelvang

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed.

The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly.

The EViews software package is available from 'Quantitive Micro Software'.

Written for any undergraduate or postgraduate course in Econometrics.

Table of Contents

PART ONE: PREPARATORY WORK
1. Basic Concepts of econometric models
2. Description of the data sets and introduction to the cases
3. Basic concepts of EViews and starting the research project
PART TWO: THE REDUCED-FORM MODEL
4. Description of the reduced-form model
5. Testing the deterministic assumption
6. Testing the stochastic assumption and model stability
7. A collection of topics around the linear model
PART THREE: SPECIFIC STRUCTURAL MODELS
8. Estimation with more general disturbance-term assumptions
9. Models with endogenous explanatory variables
10. Simultaneous equation models
11. Qualitative dependent variables
PART FOUR: TIME-SERIES MODELS
12. Dynamic models, unit roots and co-integration
13. Distributed lag models
14. Univariate time-series models
REFERENCES
INDEX

Additional information

GOR008585147
9780273683742
0273683748
Econometrics: Theory and Applications with EViews by Ben Vogelvang
Used - Well Read
Paperback
Pearson Education Limited
20041108
384
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book. We do our best to provide good quality books for you to read, but there is no escaping the fact that it has been owned and read by someone else previously. Therefore it will show signs of wear and may be an ex library book

Customer Reviews - Econometrics