000			03123nam a22002537a 4500
999			_c3989 _d3989
005			20221123120938.0
008			221123b ||||| |||| 00| 0 eng d
020			_a9789356401303
082			_a330.015195 _bAST
100			_aAsteriou, Dimitrios _99201
245			_aApplied econometrics
250			_a4th
260			_bBloomsbury India _aNew Delhi _c2021
300			_axxx, 536 p.
365			_aINR _b999.00
504			_aTable of Contents 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.
520			_aDescription This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and practical application, it provides ideal preparation for doing applied econometric work as it takes students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion. Clear presentation of economic tests and methods of estimation is paired with practical guidance on using several types of software packages. Using real world data throughout, the authors place emphasis upon the interpretation of results, and the conclusions to be drawn from them in econometric work. This book will be essential reading for economics undergraduate and master's students taking a course in applied econometrics. Its practical nature makes it ideal for modules requiring a research project. New to this Edition: - Additional practical exercises throughout to help consolidate understanding - A freshly-updated companion website featuring a new solutions manual for instructors
650			_aEconometrics--Data processing _910304
650			_aEconometrics _9845
650			_aEconometrics--Statistical methods _910305
650			_aManagement science _9754
700			_aStephen G. Hall _910306
942			_2ddc _cBK