Econometrics: A Practical ApproachPsychology Press, 2000 - 396 sayfa Recognizing that A-level mathematics is no longer a prerequisite for economics degrees, this textbook is the first serious attempt to outline the basics of econometrics in the clearest and simplest manner possible. The main features of Econometrics: A Practical Approach include: * a non-mathematical exposition of the key issues and topics * worked examples involving real economic data * a chapter on the use of modern technology including a listing of all the main data sources on the world wide web * an appendix which makes use of the Microfit package to generate empirical results * an examination of recent developments in the field. This text will be invaluable to students at all levels venturing into the world of econometrics. |
İçindekiler
Econometric modelling and diagnostic testing specific | 38 |
Qualitative variables in econometric models | 92 |
Models with lagged variables | 114 |
Simultaneous equations models and econometric analysis | 165 |
Methodological strategies for dynamic modelling | 237 |
nonstationarity and cointegration | 251 |
Applications of cointegration | 315 |
The Internet and data for economists | 348 |
A basic guide to Microfit 4 0 | 354 |
5 Seasonal dummies | 362 |
19 Plot of RESIDS | 375 |
| 390 | |
Diğer baskılar - Tümünü görüntüle
Sık kullanılan terimler ve kelime öbekleri
adaptive expectations advertising analysis assumptions autocorrelation autoregressive B₁ Box-Jenkins C₁ cointegrating vector cointegration command constant consumption expenditure consumption function correlogram corresponding critical value data set demand dependent variable diagnostic tests Dickey-Fuller distributed lag distributed lag model disturbance term econometric model economic model economic theory endogenous variables error term example expected value explanatory variables Figure forecasting H₁ heteroscedasticity homoskedasticity household consumption expenditure imports independent instrumental variables Internet lag length least squares linear linear regression long-run matrix maximum likelihood Microfit non-stationary normal distribution null hypothesis OLS estimators OLS method P₁ parameters plot private consumption random regression model regressors relationship restrictions sample period sampling distribution seasonal dummies serial correlation short-run significance level simultaneous equations specific stationary Step stochastic structural sum of squares Table test statistic tion trend u₁ unit root v₁ variance W₁ X₁ Y₁ zero βι