Essentials of Applied Econometrics (eBook)

Aaron D. Smith, J. Edward Taylor (Autoren)

eBook Download: EPUB

2016
240 Seiten
University of California Press (Verlag)
978-0-520-96329-0 (ISBN)

Infos

Essentials of Applied Econometricsprepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an education in econometrics, this succinct text not only teaches best practices and state-of-the-art techniques, but uses vivid examples and data obtained from a variety of real world sources. The book's emphasis on application uniquely prepares the reader for today's econometric work, which can include analyzing causal relationships or correlations in big data to obtain useful insights.

Inhalt

Preface
Acknowledgments
About the Authors

1 Introduction to Econometrics
2 Simple Regression
3 Multiple Regression
4 Generalizing from a Sample
5 Properties of Our Estimators
6 Hypothesis Testing and Confidence Intervals
7 Predicting in a Nonlinear World
8 Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2)
9 Best of Blue II: Correlated Errors (Assumption CR3)
10 Sample Selection Bias (Assumption CR1)
11 Identifying Causation
12 Instrumental Variables: A Solution to the Endogeneity Problem

Appendix: Critical Values for Commonly Used Tests in Econometrics
Notes

Produkt-Details

• Erscheint lt. Verlag: 8.11.2016
• Sprache: englisch
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• Schlagworte: analyzing causal relationships economics • Applied Econometrics • Applied Economics • Big Data • business economics • Econ • econometrics in the modern world • econometrics textbooks • Econometric tools • Economics • economics best practices • economics education • economics textbook • econ textbooks • Endogeneity • hypothesis testing economics • multiple regression • real world economics • rebeltext • science and math • Simple Regression
• ISBN-10: 0-520-96329-6 / 0520963296
• ISBN-13: 978-0-520-96329-0 / 9780520963290