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Applied Econometrics Dimitrios Asteriou (Hellenic Open University, Greece)

Applied Econometrics By Dimitrios Asteriou (Hellenic Open University, Greece)

Applied Econometrics by Dimitrios Asteriou (Hellenic Open University, Greece)

Reviews:
$41.99
Condition - Very Good
Only 1 left
Very Good

Summary

This successful, hands-on econometrics book has been updated and expanded for the third edition. Building on the strengths of the second edition, it now includes more financial economics applications, and discussions on topics that have gained prominence in econometrics. An invaluable guide to conducting empirical research projects.

Applied Econometrics Summary

Applied Econometrics by Dimitrios Asteriou (Hellenic Open University, Greece)

This textbook offers a unique blend of theory and practical application. Taking students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion, it provides perfect preparation for doing applied econometric work. Economic tests and methods of estimation are presented clearly, and practical guidance on using several types of software packages is given. Real world data is used throughout and emphasis is given to the interpretation of the results, and the conclusions to be drawn from them in econometric work. This book will be core reading for undergraduate and Master's students on an economics or finance degrees, who take a course in applied econometrics. Its practical nature makes it perfect for modules requiring a research project. New to this Edition: - The number of finance applications has been expanded throughout, to make the book more suitable for finance students - A new chapter on Time Varying Coefficient models has been added - Expanded discussion on current topics in econometrics, such as structural VAR models

Applied Econometrics Reviews

'Asteriou and Hall combine an excellent treatment of econometric theory with accessible guides to multiple statistical software packages; a rare combination in today's market.' Douglas Webber, Temple University, USA 'This book strikes a perfect balance between theoretical discussion and practical application, expressing quite abstract ideas in a transparent and easy-to-understand way - all of which are vital for anyone learning econometrics.' Kavita Sirichand, Loughborough University, UK 'This new edition provides a crisp and clear exposition, going from basic concepts to advanced topics. An excellent book that will be essential reading for intermediate and more advanced undergraduate as well as graduate students with a serious interest in empirical methods in economics.' Brian Henry, Visiting Research Fellow at the NIESR, United Kingdom 'If you are looking for a fast track towards being able to do applied econometric work, this textbook is the ideal solution.' Reinhard Neck, University of Klagenfurt, Austria 'Asteriou and Hall provide an exceptional and accessible introduction to modern econometrics. The book is organized in a way that provides a natural progression of the major subjects in the field, embellished with real-world data applications. A key innovation is the step-by-step presentation of statistical tests that are used to interpret results and draw conclusions. The book is to be ranked with the best introductory econometrics texts.' George S. Tavlas, Member: Monetary Policy Council, Bank of Greece

About Dimitrios Asteriou (Hellenic Open University, Greece)

Dimitrios Asteriou is a Professor in Quantitative Methods at the Hellenic Open University, Greece. previously he was employed as a Lecturer at the University of Reading, UK, and as a Senior Lecturer at City University, London, UK. He has published more than 50 academic research papers in peer-reviewed journals and has served as the Secretary General of the European Economics and Finance Society. He has several years of teaching experience at undergraduate and postgraduate level. His research interests lie in the area of applied econometrics with an emphasis on financial econometrics and economic growth. He has published papers in journals such as Energy Economics, Review of Economic Development, Scottish Journal of Political Economy, Economic Modelling, International Journal of Finance and Economics, Applied Financial Economics, Journal of Policy Modelling, Regional Studies etc. Stephen Hall has worked extensively in the areas of econometrics and macro economic modelling. He began his career at the National Institute of Economic and Social Research, London, where he worked on the development of the UK model and a range of methodological and econometric issues. He then moved to the Bank of England as an Economic Advisor for 4 years where he continued working in the area of econometrics and modelling. He then became Director of Research and Professorial Fellow at the Centre for Economic Forecasting at London Business School where he was in charge of the development of the LBS UK model. He then moved to be Professor of Economics at Imperial College, London, and in 2005 he took up his current post as Professor of Economics at the University of Leicester, UK, where he is currently deputy Pro Vice Chancellor. He has published 6 books, and over 250 articles on economic modelling, applied econometrics and forecasting. His editorial and other activities include being, editor of Economic Modelling, an executive Committee member of the United Nations Project Link and on the editorial board of a number of journals. He holds an honorary doctorate from the University of Pretoria, South Africa, and is a fellow of the African Econometric Society and an honorary member of the Romanian Academy of Science.

Table of Contents

Preface PART I: STATISTICAL BACKGROUND AND BASIC DATA HANDLING 1. Fundamental Concepts 2. The Structure Of Economic Data and Basic Data Handling PART II: THE CLASSICAL LINEAR REGRESSION MODEL 3. Simple Regression 4. Multiple Regression PART III: VIOLATING THE ASSUMPTIONS OF THE CLRM 5. Multicollinearity 6. Heteroskedasticity 7. Autocorrelation 8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional Forms PART IV: TOPICS IN ECONOMETRICS 9. Dummy Variables 10. Dynamic Econometric Models 11. Simultaneous Equation Models 12. Limited Dependent Variable Regression Models PART V: TIME SERIES ECONOMETRICS 13. ARIMA Models And The Box-Jenkins Methodology 14. Modelling The Variance: ARCH-GARCH Models 15. Vector Autoregressive(VAR) Models And Causality Tests 16. Non-Stationarity and Unit Root Tests 17. Cointegration and Error-Correction Models 18. Identification In Standard and Cointegrated Systems 19. Solving Models 20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters PART VI: PANEL DATA ECONOMETRICS 21. Traditional Panel Data Models 22. Dynamic Heterogeneous Panels 23. Non-Stationary Panels PART VII: USING ECONOMETRIC SOFTWARE 24. Practicalities in Using Eviews and Stata.

Additional information

GOR009189546
9781137415462
1137415460
Applied Econometrics by Dimitrios Asteriou (Hellenic Open University, Greece)
Dimitrios Asteriou (Hellenic Open University, Greece)
Used - Very Good
Paperback
Bloomsbury Publishing PLC
2015-10-12
552
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Applied Econometrics