Econometrics: Theory and Applications With Eviews, 1st edition

Published by Financial Times Press (November 8, 2004) © 2005

  • Ben Vogelvang Vrije Universiteit, Amsterdam
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  • A print edition

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Title overview

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example 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 through extensive use of screen shots;The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly.

The EViews software package is available from 'Quantitive Micro Software'.

Written for any undergraduate or postgraduate course in Econometrics.

Table of contents

PART ONE: PREPARATORY WORK

  1. 1. Basic Concepts of econometric models
  2. 2. Description of the data sets and introduction to the cases
  3. 3. Basic concepts of EViews and starting the research project

PART TWO: THE REDUCED-FORM MODEL

  1. 4. Description of the reduced-form model
  2. 5. Testing the deterministic assumption
  3. 6. Testing the stochastic assumption and model stability
  4. 7. A collection of topics around the linear model

PART THREE: SPECIFIC STRUCTURAL MODELS

  1. 8. Estimation with more general disturbance-term assumptions
  2. 9. Models with endogenous explanatory variables
  3. 10. Simultaneous equation models
  4. 11. Qualitative dependent variables

PART FOUR: TIME-SERIES MODELS

  1. 12. Dynamic models, unit roots and co-integration
  2. 13. Distributed lag models
  3. 14. Univariate time-series models

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