Applied Econometrics

Applied Econometrics

  • $88.05
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  • Binding: Paperback
  • Author: Dimitrios Asteriou;Stephen G. Hall
  • Publish Date: 2011-05-15

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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 which contains:
- Data files for students
- PowerPoint slides for lecturers

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