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Introductory Econometrics: A Modern Approach

Опубликовано на портале: 15-07-2004
Cincinnati, OH: South-Western College, 2000
Тематический раздел:
The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

Unique Features

Logical Progression: This text focuses first on multiple regression then leads in a straightforward manner to more advanced methods, such as simple panel data analysis and instrumental variables estimation.

Time Series/Cross-Section Analysis Flexibility:Time series and cross section analysis are not treated concurrently, but in a way that one can jump to time series analysis after covering the basics of regression with cross-section data.

In-Depth Data Coverage: Panel data methods and other new models are covered in greater detail than in other texts.

Meaningful Examples: This edition emphasizes examples intended to infer causality

Empirical Focus: Recent empirical literature motivates the discussion of topics.

A Foundation for Social Science Research: This text provides students with important knowledge used for empirical work and carrying out research projects in a variety of applied social science fields, some outside of economics (e.g. political science, criminology, etc.).

Extensive, Up-to-Date Data Sets: More than 60 data sets, many of which come from very recent studies, accompany the text and are used in numerous examples and computer exercises.

New Features

Chapter 19 provides expanded coverage on guiding the students through empirical projects. The chapter now offers more examples and updated tips on writing a term paper with an expanded list of suggested topics.

Added material to the appendix in chapter 3 will include new insights on the omitted variable problems with clearer descriptions.

Empirical examples have been updated using the most recent data.

End-of-chapter problems include new exercises using data sets. All the data sets are now available in a variety of formats: ASCII, Eviews, Excel, Stata, and Minitab. These files are available on the Website.

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Product sites are packed with chapter-specific resources, news, current issues, downloadable supplements, interactive author discussions, additional examples, links to relevant book references, student study resources and much more.

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These comprehensive sites contain a wealth of powerful teaching and learning resources. and to determine the effectiveness of policy, rather than just reporting descriptive regressions.

    1. The Nature of Econometrics and Economic Data


    2. The Simple Regression Model
    3. Multiple Regression Analysis: Estimation
    4. Multiple Regression Analysis: Inference
    5. Multiple Regression Analysis: OLS Asymptotics
    6. Multiple Regression Analysis: Further Issues
    7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
    8. Heteroskedasticity
    9. More on Specification and Data Problems


    10. Basic Regression Analysis with Time Series Data
    11. Further Issues in Using OLS with Time Series Data
    12. Serial Correlation and Heteroskedasticity in Time Series Regressions


    13. Polling Cross Sections Across Time: Simple Panel Data Methods
    14. Advanced Panel Data Methods
    15. Instrumental Variables Estimation and Two State Least Squares
    16. Introduction to Simultaneous Equations Models
    17. Limited Dependent Variable Models and Sample Selection Corrections
    18. Advanced Time Series Topics
    19. Carrying Out an Empirical Project
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См. также:
James B. Ramsey
Journal of the Royal Statistical Society. Series B (Methodological). 1969.  Vol. 31. No. 2. P. 350-371. 
Jack Jonston, John DiNardo
Cheng Hsiao
Robert L. Brown, J. Durbin, J. M. Evans
Journal of the Royal Statistical Society. Series B (Methodological). 1975.  Vol. 37. No. 2. P. 149-192. 
Woon Gyu Choi, Sunil Sharma, Maria Stromqvist
IMF ,Working Paper. 2007.  No. 07/151.
Donald Wilfrid Kao Andrews
Journal of Econometrics. 1988.  Vol. 37. No. 1. P. 135-157.