Econometrics : Theory and Applications with EViews

Focusing on the use of the tools available for performing quantitative economic research, this work avoids maths, and instead shows students how to make best and appropriate use of EViews on real economic data, as well as enabling them to interpret and present the economic results of the statistical evaluation. 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 showing and exercising its use with the software package EViews. 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. Written for any undergraduate or postgraduate course in Econometrics.

Содержание

Basic Concepts of EViews and Starting

Basic Concepts of Econometric Models

Description of the Data Sets and Introduction

The ReducedForm Model

Testing the Stochastic Assumptions and Model Stability

A Collection of Topics Around the Linear Model

Specific Structural Models