(eBook PDF) Practical Econometrics by Hilmer – Digital Ebook – Instant Delivery Download
Product details:
- ISBN-10 : 0073511412
- ISBN-13 : 978-0073511412
- Author: Christiana Hilmer, Michael Hilmer
Practical Econometrics bridges the gap between theoretical and practical knowledge of introductory econometrics. The intuition underlying each individual econometric tool is explained, both verbally and visually whenever possible, before introducing the technical details required to actually implement the tool. Particular attention is paid to developing correct interpretation skills and the how-to’s associated with effectively communicating the quality of one’s work. The goal is to provide readers with not only the desire but also the practical know-how to correctly utilize the econometric tools introduced and thereby increase the true power of the introductory econometrics course. Both Microsoft Excel and Stata software packages provide data examples throughout the text.
Table of contents:
Part 1: The Basics
1.An Introduction to Econometrics, Statistical Inference, and Data Collection
2.Collection and Management of Data
3.Summary Statistics
Part 2: Linear Regression Analysis
4.Simple Linear Regression
5.Hypothesis Testing in Linear Regression Analysis
6.Multiple Linear Regression Analysis
7.Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis
8.Model Selection in Multiple Linear Regression Analysis
Part 3: Violations of Assumptions
9.Heteroskedasticity
10.Time Series Analysis
11.Autocorrelation
Part 4: Advanced Topics in Econometrics
12.Limited Dependent Variables
13.Panel Data
14.Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error
15.Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods
16.How to Conduct and Write-Up and Empirical Research Project
Appendix A: Data Collection
Appendix B: Stata Commands
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