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关键词:
Applied Econometrics
书目信息
ISBN:
9781403939845(13位)
中图分类号:
F2
杜威分类号:
中文译名:
应用经济计量学:使用Eviews和Microfit软件的现代方法
作者:
Dimitrios Asteriou
编者:
语种:
English
出版信息
出版社:
Palgrave
出版地:
出版年:
2005
版本:
版本类型:
原版
丛书题名:
卷期:
文献信息
关键词:
Economics - Econometrics and Quantitative Economics, Business, Management and Finance - Economics for Business
前言:
摘要:
内容简介:
<I>Applied Econometrics</I> is essential reading for economics students undertaking project or dissertation work in econometrics or quantitative economics. It is the first practical, ‘how-to’ guide that takes you from the various forms of econometric data, through their formatting in electronic media, to their transfer to and use in the most widely used software packages, including Excel, Microfit and Econometric Views (Eviews). Each chapter begins with a clear theoretical overview, followed by a step-by-step approach to actually using the software. Mathematics has deliberately been kept to minimum and when used is accompanied by thorough explanations. Strengths of <I>Applied Econometrics</I>: -Complete coverage of modern econometrics -Easy to follow step-by-step approach to all econometrics tests and methods of estimation -Useful guidelines on using popular software packages -Abundant computer examples with real world data and estimated results -Includes special section on panel data, including latest developments in panel unit roots and panel co-integration
目次:
Introduction PART ONE: STATISTICAL BACKGROUND AND BASIC DATA HANDLING The Structure of Economic Data Working With Data: Basic Data Handling PART TWO: THE CLASSICAL LINEAR REGRESSION MODEL Simple Regression Multiple Regression PART THREE: VIOLATING THE ASSUMPTIONS OF THE CLRM Multicollinearity Heteroskdasticity Autocorrelation Mis-specifications: Wrong Regressors, Measurement Errors and Wrong Functional Forms PART FOUR: TOPICS IN ECONOMETRICS Dummy Variables Dynamic Econometric Models Simultaneous Equation Models PART FIVE: TIME SERIES ECONOMETRICS ARIMA Models and The Box-Jenkins Methodology Modelling the Variance: ARCH-GARCH Models Vector Autoregressive (VAR) Models and Causality Tests Non Stationarity and Unit Root Tests Cointegration and Error Correction Models PART SIX: PANEL DATA ECONOMETRICS Traditional Panel Data Models Dynamic Heterogeneous Panels Non-Stationary Panels Practicalities in Using EViews and Microfit
附录:
全文链接:
读者对象:
ECONOMICS & FINANCE TEXTBOOKS-COLLEGE
实体信息
页码:
448
装帧:
Paperback
尺寸:
其它形态细节:
其它信息
原价:
GBP
24.9900
原版ISBN:
其它ISBN:
图书特色:
书评:
扩展信息
Isbn:
1403939845
issue:
2006JC01
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