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Applied econometrics : a practical guide

By: Min, Chung-Ki.
Series: Routledge advanced texts in economics and finance. Publisher: Oxon Routledge 2019Description: xiv, 295p.ISBN: 9780367110338.Subject(s): EconometricsDDC classification: 330.15195 | M66a Summary: 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
List(s) this item appears in: New arrival July 01-07, 2019
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Item type Current location Collection Call number Status Date due Barcode Item holds
Books Books P K Kelkar Library, IIT Kanpur
General Stacks 330.15195 M66a (Browse shelf) Available A184486
Total holds: 0

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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