The second edition of this highly successful text refines existing strengths and adds significant new material expanding the scope of the book and making it a more flexible teaching tool. In addition to providing instructions for performing all tests in EViews and Microfit, the book now includes instructions for STATA. DIMITRIOS ASTERIOU is Associate Professor in Economics at the Hellenic Open University, School of Social Sciences in Greece. He is also the Secretary general of the European Economics and Finance Society. STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at the University of Pretoria, South Africa. He is Visiting Senior Research Fellow at the National Institute of Economic and Social Research, Member of the Executive Committee of the UN project LINK and Editor of 'Economic Modelling'. INDICE: Introduction - PART I STATISTICAL BACKGROUND AND BASIC DATA HANDLING - Fundamental Concepts - The Structure of Economic Data and Basic Data Handling - PART II THE CLASSICAL LINEAR REGRESSION MODEL - Simple regression - Multiple regression - PART III VIOLATING THE ASSUMPTIONS OF THE CLRM - Multicollinearity - Heteroskedasticity - Autocorrelation - Misspecification: Wrong Regressors, Measurement Errors and Wrong Functional Forms - PART IV TOPICS IN ECONOMETRICS - Dummy Variables - Dynamic Econometric Models - Simultaneous EquationModels - Limited Dependent Variable Regression Models - PART V TIME SERIES ECONOMETRICS - ARIMA Models and the BoxbJenkins Methodology - Modelling the Variance: ARCHbGARCH models - Vector Autoregressive (VAR) Models and Causality Tests - Non-stationarity and Unit Root Tests - Cointegration and Error-correctionModels - Identification in Standard and Cointegrated Systems - Solving models- PART VI PANEL DATA ECONOMETRICS - Traditional Panel Data Models - Dynamic Heterogeneous Panels - Non-stationary Panels - PART VII USING ECONOMETRIC SOFTWARE - Practicalities using EViews, Microfit and STATA
- ISBN: 978-0-230-27182-1
- Editorial: Palgrave MacM
- Encuadernacion: Rústica
- Páginas: 528
- Fecha Publicación: 17/06/2011
- Nº Volúmenes: 1
- Idioma: Inglés