Practical econometrics
著者
書誌事項
Practical econometrics
Avebury , Ashgate Pub., c1992
- タイトル別名
-
Gyakorlati ökonometria
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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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