Econometrics: Theory and Applications with EViews

Econometrics: Theory and Applications with EViews

By: Ben Vogelvang (author)Paperback

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Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed.The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly.The EViews software package is available from 'Quantitive Micro Software'.Written for any undergraduate or postgraduate course in Econometrics.


PART ONE: PREPARATORY WORK1. Basic Concepts of econometric models 2. Description of the data sets and introduction to the cases3. Basic concepts of EViews and starting the research projectPART TWO: THE REDUCED-FORM MODEL4. Description of the reduced-form model5. Testing the deterministic assumption6. Testing the stochastic assumption and model stability7. A collection of topics around the linear modelPART THREE: SPECIFIC STRUCTURAL MODELS8. Estimation with more general disturbance-term assumptions9. Models with endogenous explanatory variables10. Simultaneous equation models11. Qualitative dependent variablesPART FOUR: TIME-SERIES MODELS12. Dynamic models, unit roots and co-integration13. Distributed lag models14. Univariate time-series modelsREFERENCESINDEX

Product Details

  • ISBN13: 9780273683742
  • Format: Paperback
  • Number Of Pages: 384
  • ID: 9780273683742
  • weight: 636
  • ISBN10: 0273683748

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