This new econometrics text deals specifically with the use of econometric software. The text takes the reader from the various forms of econometric data (time series, cross sectional and panel), through their formatting in electronic media (e.g. ASC11) to their transfer to and use in widely used software packages - Excel, Microfit and Eviews. Most economics degrees now require students to use relevant software to test econometric models and this text illustrates clearly how this is to be done.
Table of contents:
Introduction
PART ONE: BASICS AND THE CLRM
Economic Data
Working With Data: Basic Data Handling
Simple Regression
Multiple Regression
Dummy Variables
PART TWO: VIOLATING THE ASSUMPTIONS OF THE CLRM
Mis-specifications: Wrong Regressors, Measurement Errors and Wrong Functionsal Forms
Heteroskedasticity
Autocorrelation
Multicollinearity
Autoregression
PART THREE: TIME SERIES ECONOMETRICS
ARIMA Models and The Box-Jenkins Methodology
Vector Autoregressive (VAR) Models and Causality Tests
Non Stationarity and Unit Root Tests
Cointegration and Error Correction Models
Modelling the Variance: ARCH-GARCH Models
References
Table of contents:
Introduction
PART ONE: BASICS AND THE CLRM
Economic Data
Working With Data: Basic Data Handling
Simple Regression
Multiple Regression
Dummy Variables
PART TWO: VIOLATING THE ASSUMPTIONS OF THE CLRM
Mis-specifications: Wrong Regressors, Measurement Errors and Wrong Functionsal Forms
Heteroskedasticity
Autocorrelation
Multicollinearity
Autoregression
PART THREE: TIME SERIES ECONOMETRICS
ARIMA Models and The Box-Jenkins Methodology
Vector Autoregressive (VAR) Models and Causality Tests
Non Stationarity and Unit Root Tests
Cointegration and Error Correction Models
Modelling the Variance: ARCH-GARCH Models
References