Essential Econometric Techniques

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A01=Elia Kacapyr
Alternate Functional Form
applied econometrics
Author_Elia Kacapyr
Autoregressive Models
Category=KCH
classical
Classical Linear Regression Model
COR
correlation
Data Set
Dummy Variables
Econometric Model
Econometric Software Packages
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
error
Error Terms
Explanatory Variables
GPA
Grade Point Average
heteroskedasticity correction
hypothesis testing methods
introductory econometric research techniques
Lagrange Multiplier Test
linear
Markov Scheme
Michigan Index
model
multicollinearity detection
Newey West Standard Errors
parameters
Population Regression Line
quantitative analysis
Real Gdp
regression
Sample Regression
serial
Serial Correlation
Standard Errors
structural
Structural Parameters
term
Time Fixed Effects Model
time series forecasting
Vertical Intercept
Wrong Functional Form

Product details

  • ISBN 9781032101224
  • Weight: 580g
  • Dimensions: 156 x 234mm
  • Publication Date: 21 Mar 2022
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Now in its third edition, Essential Econometric Techniques: A Guide to Concepts and Applications is a concise, student-friendly textbook which provides an introductory grounding in econometrics, with an emphasis on the proper application and interpretation of results.

Drawing on the author’s extensive teaching experience, this book offers intuitive explanations of concepts such as heteroskedasticity and serial correlation, and provides step-by-step overviews of each key topic.

This new edition contains more applications, brings in new material including a dedicated chapter on panel data techniques, and moves the theoretical proofs to appendices. After Chapter 7, students will be able to design and conduct rudimentary econometric research. The next chapters cover multicollinearity, heteroskedasticity, and autocorrelation, followed by techniques for time-series analysis and panel data.

Excel data sets for the end-of-chapter problems are available as a digital supplement. A solutions manual is also available for instructors, as well as PowerPoint slides for each chapter.

Essential Econometric Techniques shows students how economic hypotheses can be questioned and tested using real-world data, and is the ideal supplementary text for all introductory econometrics courses.

Elia Kacapyr is Professor of Economics at Ithaca College, USA.

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