Practice of Econometrics: Classic and Contemporary
Опубликовано на портале: 30-07-2004
Boston: Addison Wesley Higher Education, 2002
Тематический раздел:
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This econometrics text helps the reader to apply econometric techniques to a variety
of empirical problems, using classic and contemporary data sets provided on a diskette.
Each chapter begins with a discussion of economic theory underlying an application.
It then summarizes the most important empirical findings, and involves the reader
in a carefully designed set of exercises involving replication and extension of typical
empirical findings. To assist the reader in hands-on applications, special manuals
are available for purchase that implement the exercises on the widely-used computer
econometric software programs, MicroTSP and SHAZAM.
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1. Computers and the Practice of Econometrics.
2. The Capital Asset Pricing Model: An Application of Bivariate Regression
Analysis.
3. Costs, Learning Curves, and Scale Economies: From Simple to Multiple
Regression.
4. The Measurement of Quality Change: Constructing an Hedonic Price Index
for Computers
Using Multiple Regression Methods.
5. Analyzing Determinants of Wages and Measuring Wage Discrimination: Dummy
Variables
in Regression Models.
6. Explaining and Forecasting Aggregate Investment Expenditures: Distributed
Lags
and Autocorrelation.
7. The Demand for Electricity: Structural and Time Series Approaches.
8. Causality and Simultaneity Between Advertising and Sales.
9. Modeling the Interrelated Demands for Factors of Production: Estimation
and Inference
in Equation Systems.
10. Parameter Estimation in Structural and Reduced Form Equations of Small
Macroeconometric
Models.
11. Whether and How Much Women Work for Pay: Applications of Limited Dependent
Variable
Procedures.
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