Gary Koop

Introduction to Econometrics

• Broschiertes Buch

Produktbeschreibung

Introduction to Econometric Modelling provides an introduction to econometrics for undergraduate students. In this book, Gary Koop provides a broader set of models than is offered in existing textbooks and places greater focus on models (e.g. the regression model) than the methods that are used to analyze the models.

---

Indem sie Modelle für die Voraussage wirtschaftlicher Entwicklungen bereitstellt, bildet die Ökonometrie heute einen Kernbereich der Wirtschaftswissenschaften - und hat sich damit zu einem zentralen Bestandteil wirtschaftswissenschaftlicher Studiengänge entwickelt. Die hier vorgelegte Einführung eröffnet Einsteigern ebenso wie fortgeschrittenen Studierenden einen Zugang, der - im Unterschied zur Lehrbuchkonkurrenz - von vornherein auf einen starken Praxisbezug setzt. Der Verfasser, ausgewiesener Ökonometrieexperte, behandelt ein breites Spektrum ökonometrischer Modelle, u. a. das einfache und das multiple Regressionsmodell. Im Mittelpunkt seiner Darstellung steht dabei nicht Theoretisches, sondern die Anwendung der Modelle auf empirische Daten. Zahlreiche Beispiele und Übungsaufgaben unter Verwendung der Standardsoftware Strata ermöglichen die Einübung in Methoden und Modelle und schaffen so die Basis für ein selbstständiges empirisches Arbeiten.

Produktdetails

• Verlag: Wiley & Sons
• Artikelnr. des Verlages: 14503270000
• 1. Auflage
• Seitenzahl: 384
• Erscheinungstermin: 1. April 2008
• Englisch
• Abmessung: 236mm x 189mm x 25mm
• Gewicht: 699g
• ISBN-13: 9780470032701
• ISBN-10: 0470032707
• Artikelnr.: 23132512

Autorenporträt

Gary Koop is Professor of Economics at the University of Strathclyde. Gary has published numerous articles econometrics in journals such as the Journal of Econometrics and Journal of Applied Econometrics. Gary has taught econometrics for many years and is the author of following textbooks, all published by John Wiley & Sons Ltd: Analysis of Economic Data 2ed, Analysis of Financial Data and Bayesian Econometrics

Inhaltsangabe

Preface Chapter 1 An Overview of Econometrics 1.1 The Importance of
Econometrics 1.2 Types of Economic Data 1.3 Working with Data: Graphical
Methods 1.4 Working with Data: Descriptive Statistics and Correlation 1.5
Chapter Summary 1.6 Exercises Chapter 2 A Non-technical Introduction to
Regression 2.1 Introduction 2.2 The Simple Regression Model 2.3 The
Multiple Regression Model 2.4 Chapter Summary 2.5 Exercises Chapter 3 The
Econometrics of the Simple Regression Model 3.1 Introduction 3.2 A Review
of Basic Concepts in Probability in the Context of the Regression Model 3.3
The Classical Assumptions for the Regression Model 3.4 Properties of the
Ordinary Least Squares Estimator of ² 3.5 Deriving a Confidence Interval
for ² 3.6 Hypothesis Tests about ² 3.7 Modifications to Statistical
Procedures when µ² is Unknown 3.8 Chapter Summary 3.9 Exercises Appendices
Chapter 4 The Econometrics of the Multiple Regression Model 4.1
Introduction 4.2 Basic Results for the Multiple Regression Model 4.3 Issues
Relating to the Choice of Explanatory Variables 4.4 Hypothesis Testing in
the Multiple Regression Model 4.5 Choice of Functional Form in the Multiple
Regression Model 4.6 Chapter Summary 4.7 Exercises Appendix Chapter 5 The
Multiple Regression Model: Freeing up Classical Assumptions 5.1
Introduction 5.2 Basic Theoretical Results 5.3 Heteroskedasticity 5.4 The
Regression Model with Autocorrelated Errors 5.5 The Instrumental Variables
Estimator 5.6 Chapter Summary 5.7 Exercises Appendix Chapter 6 Univariate
Time Series Analysis 6.1 Introduction 6.2 Time Series Notation 6.3 Trends
in Time Series Variables 6.4 The Autocorrelation Function 6.5 The
Autoregressive Model 6.6 Defining Stationarity 6.7 Modelling Volatility 6.8
Chapter Summary 6.9 Exercises Appendix Chapter 7 Regression with Time
Series Variables 7.1 Introduction 7.2 Time Series Regression when X and Y
are Stationary 7.3 Time Series Regression When Y and X have Unit Roots 7.4
Time Series Regression when Y and X have Unit Roots but are NOT
Cointegrated 7.5 Granger Causality 7.6 Vector Autoregressions 7.7 Chapter
Summary 7.8 Exercises Appendix Chapter 8 Models for Panel Data 8.1
Introduction 8.2 The Pooled Model 8.3 Individual Effects Models 8.4 Chapter
Summary 8.5 Exercises Chapter 9 Qualitative Choice and Limited Dependent
Variable Models 9.1 Introduction 9.2 Qualitative Choice Models 9.3 Limited
Dependent Variable Models 9.4 Chapter Summary 9.5 Exercises Chapter 10
Bayesian Econometrics 10.1 An Overview of Bayesian Econometrics 10.2 The
Normal Linear Regression Model with Natural Conjugate Prior and a Single
Explanatory Variable 10.3 Chapter Summary 10.4 Exercises Appendix

Rezensionen

An introductory text offering econometric methodology for quantifying and managing this variety of risk, illustrated by empirical examples. ( Times Higher Education Supplement , Thursday 28th February)