Econometrics

PART ONE: PREPARATORY WORK
1. Basic Concepts of econometric models
2. Description of the data sets and introduction to the cases
3. Basic concepts of EViews and starting the research project
PART TWO: THE REDUCED-FORM MODEL
4. Description of the reduced-form model
5. Testing the deterministic assumption
6. Testing the stochastic assumption and model stability
7. A collection of topics around the linear model
PART THREE: SPECIFIC STRUCTURAL MODELS
8. Estimation with more general disturbance-term assumptions
9. Models with endogenous explanatory variables
10. Simultaneous equation models
11. Qualitative dependent variables
PART FOUR: TIME-SERIES MODELS
12. Dynamic models, unit roots and co-integration
13. Distributed lag models
14. Univariate time-series models
REFERENCES
INDEX

Klappentext
Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods: how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometric theory with practice by demonstrating its use with the software package EViews. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methods in the right way. KEY FEATURES An integrated discussion of econometric theory and applications with EViews illustrating the benefits of a statistical, mathematical approach to applied econometric research, but avoiding superfluous manual computations. A quantitative economic research project is simulated in the case studies throughout various chapters using real economic data, showing how to conduct your own econometric research project and write a complete research paper. The author has carefully selected only the relevant statistical and mathematical theory to discuss the application of tests, and the consequences of those tests. Numerous screenshots of EViews windows have been included to clarify its use. Includes examples, data and exercises, with data-sets available to download from the book's website at www.booksites.net/vogelvang. Suitable for use on introductory econometrics courses taken as a part of an economics degree or qualification, or for those requiring knowledge on the practical application of EViews to economic data. Ben Vogelvang teaches econometrics in the Department of Econometrics, Free University of Amsterdam in the Netherlands.

Inhalt
PART ONE: PREPARATORY WORK
1. Basic Concepts of econometric models
2. Description of the data sets and introduction to the cases
3. Basic concepts of EViews and starting the research project
PART TWO: THE REDUCED-FORM MODEL
4. Description of the reduced-form model
5. Testing the deterministic assumption
6. Testing the stochastic assumption and model stability
7. A collection of topics around the linear model
PART THREE: SPECIFIC STRUCTURAL MODELS
8. Estimation with more general disturbance-term assumptions
9. Models with endogenous explanatory variables
10. Simultaneous equation models
11. Qualitative dependent variables
PART FOUR: TIME-SERIES MODELS
12. Dynamic models, unit roots and co-integration
13. Distributed lag models
14. Univariate time-series models
REFERENCES
INDEX

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