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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.
ISBN-10: 042965894X
ISBN-13: 9780429658945
Authors: Chung-ki Min
Author: Routledge
Publication Day: 2019-03-08
MSRP:
… Edition Edward Cartwright Understanding Financial Risk Management Angelo Corelli Empirical Development Economics Måns Söderbom and Francis Teal with Markus Eberhardt … ECONOMETRICS A Practical Guide Chung-ki Min First published 2019 Series.
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