Econometrics

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometric theory with practice by demonstrating its use with the software package "EViews" through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly. The "EViews" software package is available from 'Quantitive Micro Software'. Written for any undergraduate or postgraduate course in Econometrics.

Table of Contents

PART ONE: PREPARATORY WORK 1. Basic Concepts of econometric models 2. Description of the data sets and introduction to the cases 3. Basic concepts of EViews and starting the research project PART TWO: THE REDUCED-FORM MODEL 4. Description of the reduced-form model 5. Testing the deterministic assumption 6. Testing the stochastic assumption and model stability 7. A collection of topics around the linear model PART THREE: SPECIFIC STRUCTURAL MODELS 8. Estimation with more general disturbance-term assumptions 9. Models with endogenous explanatory variables 10. Simultaneous equation models 11. Qualitative dependent variables PART FOUR: TIME-SERIES MODELS 12. Dynamic models, unit roots and co-integration 13. Distributed lag models 14. Univariate time-series models REFERENCES INDEX

Prizes

Econometrics provides an integrated discussion of econometric theory and applications using the EViews software package, avoiding superfluous manual computation of mathematical and statistical exercises.