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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.
Language: English
ISBN-10: 0073511412
ISBN-13: 978-0073511412
ISBN-13: 9780073511412
Auther: Christiana E. Hilmer, Michael J. Hilmer
practical econometrics data collection analysis and application
practical econometrics data collection analysis and application pdf
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Table of Content:
Chapter 1: An Introduction to Econometrics and Statistical Inference
Chapter 2: Collection and Management of Data
Chapter 3: Summary Statistics
Chapter 4: Simple Linear Regression
Chapter 5: Hypothesis Testing in Linear Regression Analysis
Chapter 6: Multiple Linear Regression Analysis
Chapter 7: Qualitative Variables and Non- Linearities in Multiple Linear Regression Analysis
Chapter 8: Model Selection in Multiple Linear Regression Analysis
Chapter 9: Heteroskedasticity
Chapter 10: Time Series Analysis
Chapter 11: Autocorrelation
Chapter 12: Limited Dependent Variables
Chapter 13: Panel Data
Chapter 14: Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error
Chapter 15: Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods
Chapter 16: How to Conduct and Write-Up and Empirical Research Project
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