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Full Product Details

Author:   Hamid Seddighi (University of Sunderland, UK)
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Edition:   2nd edition
Dimensions:   Width: 17.40cm , Height: 2.80cm , Length: 24.60cm
Weight:   0.900kg
ISBN:  

9780415566872

ISBN 10:   0415566878
Pages:   400
Publication Date:   28 November 2011
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Unit 1: Single Equation Regression Models 1. Economic Theory and Modelling in Practice 2. Formulating Single Equations Regression Models 3. Estimating single equation Regression Models, Basic ideas, Concepts and Methods 4 .Evaluation of the Regression Results- Hypotheses Testing and Tests of Significance 5. Autocorrelation, Hetroscedasticity and Diagnostic Testing 6. The Phenomenon of the Spurious Regression, Data Generation Process (DGP), and Additional Diagnostic Tests 7. Traditional Approach to Dynamic Modelling: The Distributed Lag Models Unit 2: Simultaneous- Equation Regression Models 8 Simultaneous- Equation Models and Econometric Analysis. Unit 3 Qualitative Variables in Econometric Models and Panel data Regression Models 9. Dummy Variable Regression Models 10. Qualitative Response Regression Models 11. Panel Data Regression Models Unit 4 Time Series Econometrics 12. Stationary and Non –stationary Time Series 13. Testing For Stationarity :The Unit Root Tests 14. Cointegration Analysis: Two -Variable Case 15. Cointegration Analysis: Multivariate Case Unit 5 Aspects of Financial Time Series Econometrics 16 Modelling Volatility and Correlations in Financial Time Series

Reviews

"""Introductory Econometrics: A Practical Approach is most aptly named. It explains step by step the applications of econometric methods in practice. The text also discusses the key econometric issues in a non-mathematical way and provides a summary of key issues in econometrics. The book covers all econometric topics for typical undergraduate courses: the classical regression model, simultaneous equations, qualitative variables and panel data, time series econometrics."" - Nam T. Hoang, Economic Record"

Introductory Econometrics: A Practical Approach is most aptly named. It explains step by step the applications of econometric methods in practice. The text also discusses the key econometric issues in a non-mathematical way and provides a summary of key issues in econometrics. The book covers all econometric topics for typical undergraduate courses: the classical regression model, simultaneous equations, qualitative variables and panel data, time series econometrics. - Nam T. Hoang, Economic Record

Author Information

Hamid Seddighi is Senior Lecturer in the Faculty of Business and Law at the University of Sunderland, UK.

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