Applied Econometrics A Modern Approach Using Eviews and Microfit 2nd Edition by Dimitrios Asteriou, Stephen G Hall ISBN 0230506402 9780230506404 by Dimitrios Asteriou, Stephen G. Hall 0230506402 instant download after payment.

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ISBN 10: 0230506402 
ISBN 13: 9780230506404
Author: Dimitrios Asteriou, Stephen G Hall

Applied Econometrics A Modern Approach Using Eviews and Microfit 2nd Table of contents:

• Part I: Introduction to Econometrics and Basic Regression Analysis

  • Chapter 1: Introduction to Econometrics
    • What is Econometrics?
    • Why Study Econometrics?
    • Econometrics and Economic Theory
    • Econometrics and Statistical Theory
    • Types of Data (Time Series, Cross-Sectional, Panel)
    • Steps in Econometric Analysis
  • Chapter 2: An Introduction to Regression Analysis
    • The Concept of Regression
    • Simple Linear Regression Model
    • The Population Regression Function (PRF)
    • The Sample Regression Function (SRF)
    • Method of Ordinary Least Squares (OLS)
    • Properties of OLS Estimators
    • Goodness of Fit (R2)

• Part II: Classical Linear Regression Model Assumptions and Problems

  • Chapter 3: Classical Linear Regression Model Assumptions
    • Review of CLRM Assumptions (Linearity, Full Rank, Exogeneity, Homoskedasticity, No Autocorrelation, Normality of Errors)
    • Consequences of Violating Assumptions
  • Chapter 4: Statistical Inference and Hypothesis Testing
    • Confidence Intervals for Regression Coefficients
    • Hypothesis Testing (t-tests, F-tests)
    • Testing Linear Restrictions
    • Model Specification Tests
  • Chapter 5: Multicollinearity
    • What is Multicollinearity?
    • Detection of Multicollinearity
    • Consequences of Multicollinearity
    • Remedial Measures for Multicollinearity
  • Chapter 6: Heteroskedasticity
    • What is Heteroskedasticity?
    • Detection of Heteroskedasticity (Graphical methods, Park, Glejser, White, Breusch-Pagan tests)
    • Consequences of Heteroskedasticity
    • Remedial Measures (Weighted Least Squares, Robust Standard Errors)
  • Chapter 7: Autocorrelation
    • What is Autocorrelation?
    • Detection of Autocorrelation (Durbin-Watson test, graphical methods, Breusch-Godfrey test)
    • Consequences of Autocorrelation
    • Remedial Measures (Generalized Least Squares, HAC Standard Errors)

• Part III: Advanced Topics in Econometrics

  • Chapter 8: Model Specification and Diagnostic Testing
    • Omitted Variable Bias
    • Irrelevant Variables
    • Functional Form Misspecification
    • Tests for Model Specification (Ramsey RESET test, Non-nested tests)
  • Chapter 9: Dummy Variables
    • Qualitative Variables in Regression
    • Dummy Variables for Intercept Shifts
    • Dummy Variables for Slope Changes (Interaction Terms)
    • Applications of Dummy Variables
  • Chapter 10: Dynamic Econometric Models
    • Autoregressive Distributed Lag (ADL) Models
    • Partial Adjustment Model
    • Adaptive Expectations Model
    • Koyck Transformation
  • Chapter 11: Introduction to Time Series Econometrics
    • Stationarity (Strict vs. Weak Stationarity)
    • Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF)
    • Unit Root Tests (Dickey-Fuller, Augmented Dickey-Fuller)
    • Consequences of Non-Stationarity
  • Chapter 12: Cointegration and Error Correction Models
    • Introduction to Cointegration
    • Engle-Granger Two-Step Approach
    • Johansen Cointegration Test
    • Error Correction Models (ECM)
    • Vector Autoregressions (VAR) (brief introduction)
  • Chapter 13: Panel Data Models
    • Introduction to Panel Data
    • Advantages and Disadvantages of Panel Data
    • Pooled OLS
    • Fixed Effects Model
    • Random Effects Model
    • Hausman Test
  • Chapter 14: Limited Dependent Variable Models
    • Binary Choice Models (Logit, Probit)
    • Multinomial Choice Models (brief)
    • Tobit Model
    • Censored and Truncated Regression Models

• Part IV: Practical Applications and Software

  • Chapter 15: Introduction to EViews
    • EViews Interface and Data Management
    • Performing OLS Regression in EViews
    • Diagnostic Testing in EViews
    • Time Series Analysis in EViews
  • Chapter 16: Introduction to Microfit
    • Microfit Interface and Data Management
    • Performing OLS Regression in Microfit
    • Diagnostic Testing in Microfit
    • Time Series Analysis in Microfit
  • Chapter 17: Project Work and Case Studies
    • Guidance on undertaking an econometric project
    • Examples of applied econometric studies using real data

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Tags: Dimitrios Asteriou, Stephen G Hall, Applied, Econometrics