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Econometric analysis

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Econometric Analysis provides a broad introduction to the field of econometrics. This field grows continually—a list of journals devoted at least in part, if not completely, to econometrics now includes The Journal of Applied Econometrics, The Journal of Econometrics, The Econometrics Journal, Econometric Theory, Econometric Reviews, Journal of Business and Economic Statistics, Empirical Economics, Foundations and Trends in Econometrics, The Review of Economics and Statistics, and Econometrica. Constructing a textbook-style survey to introduce the topic at a graduate level has become increasingly ambitious. Nonetheless, I believe that one can successfully seek that objective in a single textbook. This text attempts to present, at an entry level, enough of the topics in econometrics that a student can comfortably move from here to practice or more advanced study in one or more specialized areas. The book is also intended as a bridge for students and analysts in the social sciences between an introduction to the rield and the professional literature.
This seventh edition is a major revision of Econometric Analysis. Among the most obvious changes are
1. Reorganization of the early material that is taught in the first-semester course,
including
a. All material on hypothesis testing and specification presented in a single
chapter
b. New results on prediction
c. Greater and earlier emphasis on instrumental variables and endogeneity
d. Additional results on basic panel data models

2. New applications and examples, with greater detail
3. Greater emphasis on specific areas of application in the advanced material
4. New material on simulation-based methods, especially bootstrapping and Monte
Carlo studies
5. Several examples that explain interaction effects
6. Specific recent applications including quantile regression
7. New applications in discrete choice modeling
8. New material on endogeneity and its implications for model structure

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

330 Gre e

Penerbit

London : Pearson., 2012

Deskripsi Fisik

1240 hal. : il. ; 23 cm.

Bahasa

English

ISBN/ISSN

9780273753568

Klasifikasi

330

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

Ed. VII

Subjek

Ilmu Ekonomi
Analisis Ekonometrik

Info Detail Spesifik

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Pernyataan Tanggungjawab

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Versi lain/terkait

Lampiran Berkas

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