Econometric Methods with Applications in Business and Economics 1st Edition by Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman Van Dijk 0199268010 9780199268016

Econometric Methods with Applications in Business and Economics 1st Edition by Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk – Ebook PDF Instant Download/Delivery: 0199268010, 978-0199268016

Product details:

ISBN 10: 0199268010
ISBN 13: 978-0199268016
Author: Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a ‘learning by doing’ approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement.

Its last part is devoted to two major application the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). DT Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management.

DT Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. DT Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions.

DT Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.

Table of contents:

1. Review of Statistics
Summary, further reading, and keywords
Exercises
2. Simple Regression
Summary, further reading, and keywords
Exercises
3. Multiple Regression
Summary, further reading, and keywords
Exercises
4. Non-Linear Methods
Summary, further reading, and keywords
Exercises
5. Diagnostic Tests and Model Adjustments
Summary, further reading, and keywords
Exercises
6. Qualitative and Limited Dependent Variables
Summary, further reading, and keywords
Exercises
7. Time Series and Dynamic Models
Summary, further reading, and keywords
Exercises
Appendix A. Matrix Methods
Summary, further reading, and keywords
Exercises
Appendix B. Data Sets

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