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Introductory Econometrics

A Practical Approach, 2nd Edition

By Hamid Seddighi

Routledge – 2011 – 384 pages

Purchasing Options:

  • Add to CartPaperback: $91.95
    978-0-415-56688-9
    November 28th 2011
  • Add to CartHardback: $230.00
    978-0-415-56687-2
    November 27th 2011

Description

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.

Contents

Unit 1: Single Equation Regression Models 1. Economic Theory and Modelling in Practice 2. Formulating Single Equations Regression Models 3. Estimating single equation Regression Models, Basic ideas, Concepts and Methods 4 .Evaluation of the Regression Results- Hypotheses Testing and Tests of Significance 5. Autocorrelation, Hetroscedasticity and Diagnostic Testing 6. The Phenomenon of the Spurious Regression, Data Generation Process (DGP), and Additional Diagnostic Tests 7. Traditional Approach to Dynamic Modelling: The Distributed Lag Models Unit 2: Simultaneous- Equation Regression Models 8 Simultaneous- Equation Models and Econometric Analysis. Unit 3 Qualitative Variables in Econometric Models and Panel data Regression Models 9. Dummy Variable Regression Models 10. Qualitative Response Regression Models 11. Panel Data Regression Models Unit 4 Time Series Econometrics 12. Stationary and Non –stationary Time Series 13. Testing For Stationarity :The Unit Root Tests 14. Cointegration Analysis: Two -Variable Case 15. Cointegration Analysis: Multivariate Case Unit 5 Aspects of Financial Time Series Econometrics 16 Modelling Volatility and Correlations in Financial Time Series

Author Bio

Hamid Seddighi is Senior Lecturer in the Faculty of Business and Law at the University of Sunderland, UK.

Name: Introductory Econometrics: A Practical Approach, 2nd Edition (Paperback)Routledge 
Description: By Hamid Seddighi. This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for...
Categories: Econometrics, Mathematical Finance, Operational Research / Management Science, Finance, Financial Mathematics