- ホーム
- > 洋書
- > 英文書
- > Business / Economics
Full Description
Practical Econometrics bridges the gap between theoretical and practical knowledge of introductory econometrics. The intuition underlying each individual econometric tool is explained, both verbally and visually whenever possible, before introducing the technical details required to actually implement the tool. Particular attention is paid to developing correct interpretation skills and the how-to's associated with effectively communicating the quality of one's work. The goal is to provide readers with not only the desire but also the practical know-how to correctly utilise the econometric tools introduced and thereby increase the true power of the introductory econometrics course. Both Microsoft Excel and Stata software packages provide data examples throughout the text.
Contents
Part 1Inference, and Data Collection 2. Collection and Management of Data 3. Summary Statistics Part 2: Linear Regression Analysis 4. Simple Linear Regression 5. Hypothesis Testing in Linear Regression Analysis 6. Multiple Linear Regression Analysis 7. Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis 8. Model Selection in Multiple Linear Regression Analysis Part 3: Violations of Assumptions 9. Heteroskedasticity 10. Time Series Analysis 11. Autocorrelation Part 4: Advanced Topics in Econometrics 12. Limited Dependent Variables 13. Panel Data 14. Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error 15. Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods 16. How to Conduct and Write-Up and Empirical Research Project Appendix A: Data Collection Appendix B: Stata Commands
