logo

Online Public Access Catalogue

Applied econometrics / (Record no. 22802)

000 -LEADER
fixed length control field 03024nam a22002177a 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781352012026
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title English
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Item number AST
100 ## - MAIN ENTRY--AUTHOR NAME
Author name Asteriou, Dimitrios
245 ## - TITLE STATEMENT
Title Applied econometrics /
Statement of responsibility, etc Dimitrios Asteriou, Stephen G. Hall
250 ## - EDITION STATEMENT
Edition statement 4th ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication New Delhi :
Name of publisher Bloomsbury Publishing ,
Year of publication 2022.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xxx, 555 pages :
Other physical details illustrations ;
Dimensions 25 cm.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note PART I: STATISTICAL BACKGROUND AND BASIC DATA HANDLING<br/>1. Fundamental Concepts<br/>2. The Structure Of Economic Data and Basic Data Handling<br/>PART II: THE CLASSICAL LINEAR REGRESSION MODEL<br/>3. Simple Regression<br/>4. Multiple Regression<br/>PART III: VIOLATING THE ASSUMPTIONS OF THE CLRM<br/>5. Multicollinearity<br/>6. Heteroskedasticity<br/>7. Autocorrelation<br/>8. Misspecification: Wrong Regressors, Measurement Errors And Wrong Functional Forms<br/>PART IV: TOPICS IN ECONOMETRICS<br/>9. Dummy Variables<br/>10. Dynamic Econometric Models<br/>11. Simultaneous Equation Models<br/>12. Limited Dependent Variable Regression Models<br/>PART V: TIME SERIES ECONOMETRICS<br/>13. ARIMA Models And The Box–Jenkins Methodology<br/>14. Modelling The Variance: ARCH–GARCH Models<br/>15. Vector Autoregressive(VAR) Models And Causality Tests<br/>16. Non-Stationarity and Unit Root Tests<br/>17. Cointegration and Error-Correction Models<br/>18. Identification In Standard and Cointegrated Systems<br/>19. Solving Models<br/>20. Time Varying Coefficient Models: A New Way of Estimating Bias Free Parameters<br/>PART VI: PANEL DATA ECONOMETRICS<br/>21. Traditional Panel Data Models<br/>22. Dynamic Heterogeneous Panels<br/>23. Non-Stationary Panels<br/>PART VII: USING ECONOMETRIC SOFTWARE<br/>24. Practicalities in Using Eviews and Stata.
520 ## - SUMMARY, ETC.
Summary, etc This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and practical application, it provides ideal preparation for doing applied econometric work as it takes students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion. Clear presentation of economic tests and methods of estimation is paired with practical guidance on using several types of software packages. Using real world data throughout, the authors place emphasis upon the interpretation of results, and the conclusions to be drawn from them in econometric work.<br/><br/>This book will be essential reading for economics undergraduate and master's students taking a course in applied econometrics. Its practical nature makes it ideal for modules requiring a research project.<br/><br/>New to this Edition:<br/>- Additional practical exercises throughout to help consolidate understanding<br/>- A freshly-updated companion website featuring a new solutions manual for instructors
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Econometrics
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Econometrics
General subdivision Data processing
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Subject Econometrics
General subdivision Statistical methods
700 ## - ADDED ENTRY--PERSONAL NAME
Author 2/ Editor Hall, Stephen G.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Source of acquisition Cost, normal purchase price Bill Date Full call number Accession Number Price effective from Koha item type
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 05/09/2023 Shah Book House 999.00 2023-01-03 330.015195 AST 47022 05/09/2023 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48181 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48180 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48179 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48178 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48177 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48176 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48175 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48174 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48173 01/10/2024 Books
          Institute of Public Enterprise, Library Institute of Public Enterprise, Library S Campus 01/10/2024 Shah Book House Pvt. Ltd. 999.00 22.11.2023 330.015195 AST 48172 01/10/2024 Books