Practical econometrics
著者
書誌事項
Practical econometrics
Avebury , Ashgate Pub., c1992
- タイトル別名
-
Gyakorlati ökonometria
大学図書館所蔵 全27件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
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  オランダ
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注記
Rev. translation, with additions, of Gyakorlati ökonometria. 1990
Includes bibliographical references (p. 301-312) and index
内容説明・目次
内容説明
An empirical economist can hardly avoid understanding and interpreting econometric analysis, let alone doing it. This book aims to help economists facing practical problems in their applied work. It discusses the circumstances under which a method can be used, its properties, and the situations, where it may be useful or where it is misleading. Most methods presented in this book are easily applicable in practice, thought many are not covered in undergraduate texts. The focus is on the practical use of the methods. An important question is usually not how the estimator or test statistic can be computed, since modern software packages efficiently perform the necessary comutations, but when a method should be used and how the results be interpreted. The software review contained in the Appendix gives information on suitable packages for applying the methods discussed in the main text.
目次
- Part 1 Preparations for econometric analysis: what is econometric modelling?. Part 2 Single equation models: single equation models
- the basic model
- stochastic regressors
- time series analysis
- dynamic specification
- heteroscedastic disturbances
- non-normal disturbances
- multicollinearity
- nonlinear models
- structural stability
- external (prior) information
- joint tests of hypotheses
- model selection
- panel data based modelling. Part 3 Inference in simultaneous models
- the classical simultaneous model and its estimation
- hypothesis testing in linear simultaneous equation models. Part 4 Other selected topics: investigating causal relationships by econometric methods
- models with qualitative and limited dependent variables. Appendix: econometric software packages
- what an econometric software package should be able to do
- tested software packages.
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