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Author: Sankar Kumar Bhaumik
Publisher: OUP India
ISBN: 9780198098539
Category : EViews (Computer file).
Languages : en
Pages : 0
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Book Description
Principles of Econometrics: A Modern Approach Using EViews is ideal for beginners in econometrics. It covers the undergraduate syllabi on econometrics taught at universities in India and abroad. Additionally, it introduces some advanced topics, such as panel data models, models with dummy dependent variable, and time series econometrics, which are important for empirical researchers in economics and other branches of social sciences. The book provides an applicational perspective to the subject of econometrics. It discusses the most modern tools of econometrics intuitively and uses simple algebra to establish results. For applications of the tools of econometrics, this book makes extensive use of data sets drawn from Indian sources and EViews software package. The steps followed in applications of EViews are systematically described, and the interpretations of results obtained from such applications are provided to help students acquire skills for econometric analysis. Written in lucid language and style, this book presents econometrics as an enjoyable and easy-to-learn subject for students of all categories. The book will be especially useful for students and researchers in economics, commerce, and management.
Author: Sankar Kumar Bhaumik
Publisher: OUP India
ISBN: 9780198098539
Category : EViews (Computer file).
Languages : en
Pages : 0
Get Book Here
Book Description
Principles of Econometrics: A Modern Approach Using EViews is ideal for beginners in econometrics. It covers the undergraduate syllabi on econometrics taught at universities in India and abroad. Additionally, it introduces some advanced topics, such as panel data models, models with dummy dependent variable, and time series econometrics, which are important for empirical researchers in economics and other branches of social sciences. The book provides an applicational perspective to the subject of econometrics. It discusses the most modern tools of econometrics intuitively and uses simple algebra to establish results. For applications of the tools of econometrics, this book makes extensive use of data sets drawn from Indian sources and EViews software package. The steps followed in applications of EViews are systematically described, and the interpretations of results obtained from such applications are provided to help students acquire skills for econometric analysis. Written in lucid language and style, this book presents econometrics as an enjoyable and easy-to-learn subject for students of all categories. The book will be especially useful for students and researchers in economics, commerce, and management.
Author: R. Carter Hill
Publisher: Wiley
ISBN: 9780471412397
Category : Business & Economics
Languages : en
Pages : 192
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Book Description
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 1118176308
Category : Mathematics
Languages : en
Pages : 502
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Book Description
Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets. The author: Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.
Author: Chukwuemeka Tiptop Okoro
Publisher:
ISBN:
Category :
Languages : en
Pages : 250
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Book Description
There is a large group of people in a variety of fields, including finance, economics, accounting, science, mathematics, engineering, statistics, and public policy who need to understand some basic concepts of time series analysis and forecasting. Analyzing time-series data and forecasting future values of a time series are among the most important problems that analysts face in many fields. But to Successfully analyze this time series data requires that the analyst interact with computer software because the techniques and algorithms are just not suitable to manual calculations.This book has been written with the aim of solving this problems by providing a step-by-step guide to economic and financial econometrics using EViews. It contains a brief overviews of the concepts of econometric models, and data analysis techniques followed by procedures of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics, finance, statistics and accounting. It can also serve as a guide for researchers and practitioners who desire to use EViews for analyzing financial data. This book may be used as a textbook companion for post graduate level courses in time series analysis, empirical finance, statistics and financial econometrics. Since, many organizations can improve their effectiveness and business results by making better short-to-medium term forecasts, this book should be useful to a wide variety of professionals. Topics Covered with examples Include: Chapter 1: Introduction to EViews. Chapter 2: Descriptive Statistics and Preliminary Tests. Chapter 3: Running Regression Analysis in EViews. Chapter 4: Forecasting Using Regression Models. Chapter 5: Economic Forecasting using ARIMA Modelling. Chapter 6: Volatility Modeling: ARCH, GARCH and EGARCH Models. An Introduction to Financial Econometrics. Chapter 7: Vector Autoregressive (VAR) Model. An Introduction to Macroeconometrics. Chapter 8: Vector Error Correction Model (VECM). Chapter 9: Autoregressive Distributed Lag Model (ARDL). Chapter 10: Panel Data Analysis
Author:
Publisher: Bookboon
ISBN: 8776814270
Category :
Languages : en
Pages : 119
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Book Description
Author: Lee C. Adkins
Publisher: John Wiley & Sons
ISBN: 111803208X
Category : Business & Economics
Languages : en
Pages : 629
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Book Description
This is the Using Stata text for Principles of Econometrics, 4th Edition. Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.
Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 111871556X
Category : Mathematics
Languages : en
Pages : 544
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Book Description
A comprehensive and accessible guide to panel data analysis using EViews software This book explores the use of EViews software in creating panel data analysis using appropriate empirical models and real datasets. Guidance is given on developing alternative descriptive statistical summaries for evaluation and providing policy analysis based on pool panel data. Various alternative models based on panel data are explored, including univariate general linear models, fixed effect models and causal models, and guidance on the advantages and disadvantages of each one is given. Panel Data Analysis using EViews: Provides step-by-step guidance on how to apply EViews software to panel data analysis using appropriate empirical models and real datasets. Examines a variety of panel data models along with the author’s own empirical findings, demonstrating the advantages and limitations of each model. Presents growth models, time-related effects models, and polynomial models, in addition to the models which are commonly applied for panel data. Includes more than 250 examples divided into three groups of models (stacked, unstacked, and structured panel data), together with notes and comments. Provides guidance on which models not to use in a given scenario, along with advice on viable alternatives. Explores recent new developments in panel data analysis An essential tool for advanced undergraduate or graduate students and applied researchers in finance, econometrics and population studies. Statisticians and data analysts involved with data collected over long time periods will also find this book a useful resource.
Author: Dimitrios Asteriou
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0
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Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers
Author: I. Gusti Ngurah Agung
Publisher: John Wiley & Sons
ISBN: 0470828455
Category : Mathematics
Languages : en
Pages : 506
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Book Description
A practical guide to selecting and applying the most appropriate model for analysis of cross section data using EViews. "This book is a reflection of the vast experience and knowledge of the author. It is a useful reference for students and practitioners dealing with cross sectional data analysis ... The strength of the book lies in its wealth of material and well structured guidelines ..." Prof. Yohanes Eko Riyanto, Nanyang Technological University, Singapore "This is superb and brilliant. Prof. Agung has skilfully transformed his best experiences into new knowledge ... creating a new way of understanding data analysis." Dr. I Putu Gede Ary Suta, The Ary Suta Center, Jakarta Basic theoretical concepts of statistics as well as sampling methods are often misinterpreted by students and less experienced researchers. This book addresses this issue by providing a hands-on practical guide to conducting data analysis using EViews combined with a variety of illustrative models (and their extensions). Models having numerically dependent variables based on a cross-section data set (such as univariate, multivariate and nonlinear models as well as non-parametric regressions) are concentrated on. It is shown that a wide variety of hypotheses can easily be tested using EViews. Cross Section and Experimental Data Analysis Using EViews: Provides step-by-step directions on how to apply EViews to cross section data analysis - from multivariate analysis and nonlinear models to non-parametric regression Presents a method to test for all possible hypotheses based on each model Proposes a new method for data analysis based on a multifactorial design model Demonstrates that statistical summaries in the form of tabulations are invaluable inputs for strategic decision making Contains 200 examples with special notes and comments based on the author’s own empirical findings as well as over 400 illustrative outputs of regressions from EViews Techniques are illustrated through practical examples from real situations Comes with supplementary material, including work-files containing selected equation and system specifications that have been applied in the book This user-friendly introduction to EViews is ideal for Advanced undergraduate and graduate students taking finance, econometrics, population, or public policy courses, as well as applied policy researchers.
Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 0387773185
Category : Business & Economics
Languages : en
Pages : 229
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Book Description
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
