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Applied Econometrics: A Practical Guide - Routledge Advanced Texts in Economics and Finance (Paperback)
  • Applied Econometrics: A Practical Guide - Routledge Advanced Texts in Economics and Finance (Paperback)

Applied Econometrics: A Practical Guide - Routledge Advanced Texts in Economics and Finance (Paperback)

Paperback 296 Pages / Published: 26/02/2019
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Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:

Endogeneity and Two-stage Least SquaresSimultaneous Equations ModelsPanel Data ModelsQualitative and Limited Dependent Variable ModelsVector Autoregressive (VAR) ModelsAutocorrelation and ARCH/GARCH ModelsUnit Root and Cointegration

The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Publisher: Taylor & Francis Ltd
ISBN: 9780367110338
Number of pages: 296
Weight: 517 g
Dimensions: 248 x 171 mm


'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.' - Professor In Choi, Department of Economics, Sogang University, Korea

'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' - Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University, Australia

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