Theory & Applications with EViews

Econometrics

By Ben Vogelvang

July 2005

Financial Times / Prentice Hall

ISBN: 0273683748

379 pages, Illustrated, 6 ¾" x 9 ¼"

$110.00 Paper Original

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed.

The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly. The EViews software package is available from 'Quantitive Micro Software'. It is written for any undergraduate or postgraduate course in Econometrics.

Contents

PART ONE: PREPARATORY WORK

1. Basic Concepts of econometric models

2. Description of the data sets and introduction to the cases

3. Basic concepts of EViews and starting the research project

PART TWO: THE REDUCED-FORM MODEL

4. Description of the reduced-form model

5. Testing the deterministic assumption

6. Testing the stochastic assumption and model stability

7. A collection of topics around the linear model

PART THREE: SPECIFIC STRUCTURAL MODELS

8. Estimation with more general disturbance-term assumptions

9. Models with endogenous explanatory variables

10. Simultaneous equation models

11. Qualitative dependent variables

PART FOUR: TIME-SERIES MODELS

12. Dynamic models, unit roots and co-integration

13. Distributed lag models

14. Univariate time-series models

REFERENCES INDEX

Features

" A quantitative economic research project is simulated in the case studies throughout various chapters using real economic data, showing the reader how he/she can conduct their own econometric research project and write a complete research paper

" Only relevant statistical and mathematical theory is used to discuss principles helping minimize mathematics for students.

" Numerous screenshots of EViews windows have been included to clarify its use

" Full of examples, data and exercises, with data-sets available to download from the book's website at www.booksites.net/vogelvang

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