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Applied econometrics : a modern approach using EViews and microfit / Dimitrios Asteriou.

By: Material type: TextTextLanguage: English Publication details: London : Palgrave Macmillan, 2006.Description: xix, 423 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 1403939845
Subject(s): DDC classification:
  • 330.015195 A77a 21
Other classification:
  • B23
Contents:
1. Introduction -- Part I: Statistical background and basic data handling ; 2. The structure of economic data ; 3. Working with data : basic data handling -- Part II: The classical linear regression model ; 4. Simple regression ; 5. Multiple regression -- Part III: Violating the assumptions of the CLRM ; 6. Multicollinearity ; 7. Heteroskedasticity ; 8. Autocorrelation ; 9. Misspecification : wrong regressors, measurement errors and wrong functional forms -- Part IV: Topics in econometrics ; 10. Dummy variables ; 11. Dynamic econometric models ; 12. Simultaneous equation models -- Part V: Time series econometrics ; 13. ARIMA models and the Box-Jenkins methodology ; 14. Modelling the variance : ARCH-GARCH models ; 15. Vector autoregressive (VAR) models and causality tests ; 16. Non-Stationary and unit-root tests ; 17. Cointegration and error-correction models -- Part VI: Panel data econometrics ; 18. Traditional panel data models ; 19. Dynamic heterogeneous panels ; 20. Non-Stationary panels ; 21. Practicalities in using Eviews and Microfit.
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Holdings
Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 A77a (Browse shelf(Opens below)) Available Mantener en colección. 29004018971381
Total holds: 0

Incluye referencias bibliográficas (páginas 414-418) e índice.

1. Introduction -- Part I: Statistical background and basic data handling ; 2. The structure of economic data ; 3. Working with data : basic data handling -- Part II: The classical linear regression model ; 4. Simple regression ; 5. Multiple regression -- Part III: Violating the assumptions of the CLRM ; 6. Multicollinearity ; 7. Heteroskedasticity ; 8. Autocorrelation ; 9. Misspecification : wrong regressors, measurement errors and wrong functional forms -- Part IV: Topics in econometrics ; 10. Dummy variables ; 11. Dynamic econometric models ; 12. Simultaneous equation models -- Part V: Time series econometrics ; 13. ARIMA models and the Box-Jenkins methodology ; 14. Modelling the variance : ARCH-GARCH models ; 15. Vector autoregressive (VAR) models and causality tests ; 16. Non-Stationary and unit-root tests ; 17. Cointegration and error-correction models -- Part VI: Panel data econometrics ; 18. Traditional panel data models ; 19. Dynamic heterogeneous panels ; 20. Non-Stationary panels ; 21. Practicalities in using Eviews and Microfit.

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