Theoretical and Empirical Exercises in Econometrics

Nlandu Mamingi

ISBN 10: 9766404089 / ISBN 13: 9789766404086

Editore: University Of The West Indies Press, 2013

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nach der Bestellung gedruckt Neuware - Printed after ordering - This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book. It includes the following topics: single equation regressions, dummy and limited dependent variable models, simultaneous equations models, dynamic regression models, unit roots, cointegration and error correction models, aggregation over time issues, forecasting and panel data models. The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.

Codice articolo 9789766404086

Dati bibliografici

• Titolo: Theoretical and Empirical Exercises in Econometrics
• Editore: University Of The West Indies Press
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 9766404089
• ISBN 13: 9789766404086
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 254 L x 178 A x 17 P (millimetri) 254 millimetri di larghezza per 178 millimetri di altezza per 17 millimetri di profondità
• Peso: 587 grammi

Descrizione articolo

Riassunto

This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book.

It includes the following topics:

• 
  Single equation regressions
• Dummy and limited dependent variable models
• Simultaneous equations models
• Dynamic regression models
• Unit roots
• Cointegration and error correction models
• ggregation over time issues
• Forecasting and panel data models

The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.