Practical Econometrics:Data Collection, Analysis, and Application

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具体描述

While many software packages are potentially available to readers, we focus on Microsoft Excel and Stata. We do so because Microsoft Excel (1) is relatively easy to use; (2) is available on almost every computer to which a student will have access, including those of their future employers; and (3) helps solidify the intuition underlying the econometric tools being introduced through the manner by which many calculations are performed. While true, because Microsoft Excel is limited in its ability to perform more advanced econometric analysis, in the concluding chapters of the text, we rely on calculations performed in Stata because it is not only the most user-friendly more advanced statistical package but because it also offers a reasonably priced version that is available to students. To steepen the learning curve associated with learning to work with what is likely a new statistical package, we provide a comprehensive description of Stata commands in Appendix B that includes the commands necessary to perform all of the calculations introduced in the text.

著者信息

作者简介

Christiana E. Hilmer


  现职:San Diego State University

Michael J. Hilmer

  现职:San Diego State University

图书目录

PART I: THE BASICS
Ch 1 An Introduction to Econometrics and Statistical Inference
Ch 2 Collection and Management of Data
Ch 3 Summary Statistics

PART II: LINEAR REGRESSION ANALYSIS
Ch 4 Simple Linear Regression
Ch 5 Hypothesis Testing in Linear Regression Analysis
Ch 6 Multiple Linear Regression Analysis
Ch 7 Qualitative Variables and Nonlinearities in Multiple Linear Regression Analysis
Ch 8 Model Selection in Multiple Linear Regression Analysis

PART III: VIOLATIONS OF ASSUMPTIONS
Ch 9 Heteroskedasticity
Ch10 Time Series Analysis
Ch11 Autocorrelation

PART IV: ADVANCED TOPICS IN ECONOMETRICS
Ch12 Limited Dependent Variables
Ch13 Panel Data
Ch14 Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error
Ch15 Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods
Ch16 How to Conduct and Write-Up and Empirical Research Project
APPENDIXES A Data Collection
APPENDIXES B Stata Commands
APPENDIXES C Statistical Tables

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