Applied Econometrics

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9781137415462: Applied Econometrics

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.

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About the Author:

Dimitrios Asteriou is a Professor in Quantitative Methods at the Hellenic Open University, Greece. previously he was employed as a Lecturer at the University of Reading, UK, and as a Senior Lecturer at City University, London, UK. He has published more than 50 academic research papers in peer-reviewed journals and has served as the Secretary General of the European Economics and Finance Socie

He has several years of teaching experience at undergraduate and postgraduate level. His research interests lie in the area of applied econometrics with an emphasis on financial econometrics and economic growth. He has published papers in journals such as Energy Economics, Review of Economic Development, Scottish Journal of Political Economy, Economic Modelling, International Journal of Finance and Economics, Applied Financial Economics, Journal of Policy Modelling, Regional Studies etc.

Stephen Hall has worked extensively in the areas of econometrics and macro economic 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 4 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 then moved to be Professor of Economics at Imperial College, London, and in 2005 he took up his current post as Professor of Economics at the University of Leicester, UK, where he is currently deputy Pro Vice Chancellor. He has published 6 books, and over 250 articles on economic modelling, applied econometrics and forecasting. His editorial and other activities include being, editor of Economic Modelling, an executive Committee member of the United Nations Project Link and on the editorial board of a number of journals. He holds an honorary doctorate from the University of Pretoria, South Africa, and is a fellow of the African Econometric Society and an honorary member of the Romanian Academy of Science.

Review:

This book, for me, strikes a perfect balance between theoretical discussion and practical application, which is vital for anyone learning econometrics.' - Kavita Sirichand, Loughborough University, School of Business and Economics, UK

'Applications oriented, with the support of several computer packages'. - Reinhard Neck, Department of Economics, University of Klagenfurt, Germany

The book meets virtually all the needs of a Master's graduate course. It provides step-by-step guidance on how to apply a wide range of econometric techniques from simple regression models to relatively sophisticate time-series and panel data models to real world data. Literally, it is application-oriented without loss of necessary theoretical justifications.' - Chunming Yuan, Department of Economics, University of Maryland, US

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