Applied Econometrics

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9781137415462: Applied Econometrics
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This successful, hands-on econometrics book has been updated and expanded for the third edition. Building on the strengths of the 2nd edition, it now includes more financial economics applications, and discussions on topics that have gained prominence in econometrics. An invaluable guide to conducting empirical research projects.

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Dimitrios Asteriou is a Professor of Econometrics in the School of Social Sciences at the Hellenic Open University, Greece. In the past he worked at The University of Reading and City University. He completed his PhD in Economics at City University and he holds both an MSc and a BSc in Economics from the University of Macedonia (Greece). His research interests lie in the area of applied economics, with a focus on economic growth, financial econometrics and the econometrics of panel data. He has published more than 40 research papers in well-respected academic journals. Stephen Hall has worked extensively in the areas of econometrics and macroeconomic modelling. He began his career at the National Institute of Economic and Social Research, London, where he worked on the development of the UK model and a range of methodological and econometric issues. He then moved to the Bank of England as an Economic Advisor for four years, where he continued working in the area of econometrics and modelling. He then became Director of Research and Professorial Fellow at the Centre for Economic Forecasting at London Business School, where he was in charge of the development of the LBS UK model. He was then appointed as Professor of Economics at Imperial College and in 2005 he took up his current post as Professor of Economics at Leicester University, UK, where he is currently Deputy Pro Vice Chancellor.

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Dimitrios Asteriou
Verlag: Macmillan Education Nov 2015 (2015)
ISBN 10: 1137415460 ISBN 13: 9781137415462
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Buchbeschreibung Macmillan Education Nov 2015, 2015. Taschenbuch. Buchzustand: Neu. 250x192x32 mm. Neuware - The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them. Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'. Applied Econometrics third edition includes: - Thorough updates of all material in the book - More finance applications - A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics. 518 pp. Englisch. Artikel-Nr. 9781137415462

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