Practical Econometrics data collection, analysis, and application

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  • Edition: 1st
  • Format: Hardcover
  • Copyright: 10/8/2013
  • Publisher: McGraw-Hill Education

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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.

Table of Contents

Part 1: The Basics

1. An Introduction to Econometrics, Statistical Inference, and Data Collection

2. Collection and Management of Data

3. Summary Statistics

Part 2: Linear Regression Analysis

4. Simple Linear Regression

5. Hypothesis Testing in Linear Regression Analysis

6. Multiple Linear Regression Analysis

7. Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis

8. Model Selection in Multiple Linear Regression Analysis

Part 3: Violations of Assumptions

9. Heteroskedasticity

10. Time Series Analysis

11. Autocorrelation

Part 4: Advanced Topics in Econometrics

12. Limited Dependent Variables

13. Panel Data

14. Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error

15. Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods

16. How to Conduct and Write-Up and Empirical Research Project

Appendix A: Data Collection

Appendix B: Stata Commands

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