Using Python for Introductory Econometrics - Brossura

Heiss, Florian; Brunner, Daniel

Brossura

ISBN 13: 9798648436763

Casa editrice: Independently published, 2020

Riassunto

• Introduces the popular, powerful and free programming language and software package Python
• Focus: implementation of standard tools and methods used in econometrics
• Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
• Companion website with full text, all code for download and other goodies

Topics:

• A gentle introduction to Python
• Simple and multiple regression in matrix form and using black box routines
• Inference in small samples and asymptotics
• Monte Carlo simulations
• Heteroscedasticity
• Time series regression
• Pooled cross-sections and panel data
• Instrumental variables and two-stage least squares
• Simultaneous equation models
• Limited dependent variables: binary, count data, censoring, truncation, and sample selection
• Formatted reports using Jupyter Notebooks

Dettagli dell'edizione

• Editore: Independently published
• Data di pubblicazione: 2020
• Lingua: Inglese
• ISBN 13: 9798648436763
• Rilegatura: Copertina flessibile
• Numero di pagine: 428
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile