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Practice of Econometrics: Classic and Contemporary

Опубликовано на портале: 30-07-2004
Boston: Addison Wesley Higher Education, 2002
Тематический раздел:
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.

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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