Applied Econometrics
Applied Econometrics

Author: Dimitrios Asteriou

Publisher: Palgrave Macmillan

Published: 2011-05-15

Total Pages: 0

ISBN-13: 9780230271821

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Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers

Applied Macroeconometrics
Applied Macroeconometrics

Author: Carlo A. Favero

Publisher: Oxford University Press, USA

Published: 2001

Total Pages: 310

ISBN-13: 9780198296850

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The objective of this book is the discussion and the practical illustration of techniques used in applied macroeconometrics. There are currently three competing approaches: the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. This book discusses and illustrates the empirical research strategy of these three alternative approaches, pairing them with extensive discussions and replications of the relevant empirical work. Common benchmarks are used to evaluate the alternative approaches.

Econometric Theory and Practice
Econometric Theory and Practice

Author: P. C. B. Phillips

Publisher: Cambridge University Press

Published: 2006-01-09

Total Pages: 390

ISBN-13: 9780521807234

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The essays in this book explore important theoretical and applied advances in econometrics.

Estimating Trade Elasticities
Estimating Trade Elasticities

Author: Jaime Marquez

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 147

ISBN-13: 1475735367

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One cannot exaggerate the importance of estimating how international trade responds to changes in income and prices. But there is a tension between whether one should use models that fit the data but that contradict certain aspects of the underlying theory or models that fit the theory but contradict certain aspects of the data. The essays in Estimating Trade Elasticities book offer one practical approach to deal with this tension. The analysis starts with the practical implications of optimising behaviour for estimation and it follows with a re-examination of the puzzling income elasticity for US imports that three decades of studies have not resolved. The analysis then turns to the study of the role of income and prices in determining the expansion in Asian trade, a study largely neglected in fifty years of research. With the new estimates of trade elasticities, the book examines how they assist in restoring the consistency between elasticity estimates and the world trade identity.

Essays in Econometrics
Essays in Econometrics

Author: Clive W. J. Granger

Publisher: Cambridge University Press

Published: 2001-07-23

Total Pages: 400

ISBN-13: 9780521796491

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These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.