Applied econometrics : a practical guide
Language: English Series: Routledge advanced texts in economics and financePublication details: Routledge 2019 OxonDescription: xiv, 295pISBN:- 9780367110338
- 330.15195 M66a
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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PK Kelkar Library, IIT Kanpur | General Stacks | 330.15195 M66a (Browse shelf(Opens below)) | Available | A184486 |
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
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