Introductory Econometrics

A Practical Approach

Hamid Seddighi (Autor)

Buch | Hardcover

400 Seiten

2011 | 2nd edition
Routledge (Verlag)
978-0-415-56687-2 (ISBN)

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This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.

Hamid Seddighi is Senior Lecturer in the Faculty of Business and Law at the University of Sunderland, UK.

Unit 1: Single Equation Regression Models 1. Economic Theory and Modelling in Practice 2. Formulating Single Equations Regression Models 3. Estimating single equation Regression Models, Basic ideas, Concepts and Methods 4 .Evaluation of the Regression Results- Hypotheses Testing and Tests of Significance 5. Autocorrelation, Hetroscedasticity and Diagnostic Testing 6. The Phenomenon of the Spurious Regression, Data Generation Process (DGP), and Additional Diagnostic Tests 7. Traditional Approach to Dynamic Modelling: The Distributed Lag Models Unit 2: Simultaneous- Equation Regression Models 8 Simultaneous- Equation Models and Econometric Analysis. Unit 3 Qualitative Variables in Econometric Models and Panel data Regression Models 9. Dummy Variable Regression Models 10. Qualitative Response Regression Models 11. Panel Data Regression Models Unit 4 Time Series Econometrics 12. Stationary and Non –stationary Time Series 13. Testing For Stationarity :The Unit Root Tests 14. Cointegration Analysis: Two -Variable Case 15. Cointegration Analysis: Multivariate Case Unit 5 Aspects of Financial Time Series Econometrics 16 Modelling Volatility and Correlations in Financial Time Series

Erscheint lt. Verlag	28.11.2011
Zusatzinfo	44 Tables, black and white; 39 Line drawings, black and white; 39 Illustrations, black and white
Verlagsort	London
Sprache	englisch
Maße	174 x 246 mm
Gewicht	900 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-415-56687-8 / 0415566878
ISBN-13	978-0-415-56687-2 / 9780415566872
Zustand	Neuware