Titel: Theoretical and Empirical Exercises in Econometrics (Paperback or Softback)
Verlag: University of the West Indies Press 4/30/2013
Erscheinungsjahr: 2013
Sprache: Englisch
ISBN-10: 9766404089
ISBN-13: 9789766404086
Einband: Paperback or Softback
Zustand: New
Gewicht: 1,19�Pfund
Buchtyp: Book

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Inhaltsangabe

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.

Rese�a del editor

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.

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