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Applied Econometrics Chung-ki Min (Hankuk University of Foreign Studies, South Korea)

Applied Econometrics By Chung-ki Min (Hankuk University of Foreign Studies, South Korea)

Applied Econometrics by Chung-ki Min (Hankuk University of Foreign Studies, South Korea)

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Summary

Applied Econometrics is an extremely user-friendly and application-focused book to econometrics. This book is perfect for beginners and promises simplicity and practicality to understanding of econometric models. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics.

Applied Econometrics Summary

Applied Econometrics: A Practical Guide by Chung-ki Min (Hankuk University of Foreign Studies, South Korea)

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:

  • Endogeneity and Two-stage Least Squares
  • Simultaneous Equations Models
  • Panel Data Models
  • Qualitative and Limited Dependent Variable Models
  • Vector Autoregressive (VAR) Models
  • Autocorrelation and ARCH/GARCH Models
  • Unit Root and Cointegration

The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Applied Econometrics Reviews

'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.' Professor In Choi, Department of Economics, Sogang University, Korea

'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University, Australia


'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.' Professor In Choi, Department of Economics, Sogang University, Korea

'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University

About Chung-ki Min (Hankuk University of Foreign Studies, South Korea)

Chung-ki Min is Professor of Economics at Hankuk University of Foreign Studies, Seoul, South Korea.

Table of Contents

1. Review of Estimation and Hypothesis Tests 2. Simple Linear Regression Models 3. Multiple Linear Regression Models 4. Dummy Explanatory Variables 5. More on Multiple Regression Analysis 6. Endogeneity and Two-Stage Least Squares Estimation 7. Models for Panel Data 8. Simultaneous Equations Models 9. Vector Autoregressive (VAR) Models 10. Autocorrelation and ARCH/GARCH 11. Unit Root, Cointegration and Error Correction Model 12. Qualitative and Limited Dependent Variable Models

Additional information

NPB9780367110321
9780367110321
0367110326
Applied Econometrics: A Practical Guide by Chung-ki Min (Hankuk University of Foreign Studies, South Korea)
Chung-ki Min (Hankuk University of Foreign Studies, South Korea)
Routledge Advanced Texts in Economics and Finance
New
Hardback
Taylor & Francis Ltd
2019-02-26
312
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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Customer Reviews - Applied Econometrics