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Applied Econometrics

Dimitrios Asteriou Stephen G. Hall

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Palgrave Macmillan
08 June 2011
Economics & Business; Econometrics
'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
By:   Dimitrios Asteriou, Stephen G. Hall
Imprint:   Palgrave Macmillan
Country of Publication:   United Kingdom
Edition:   2nd Revised edition
Dimensions:   Height: 246mm,  Width: 187mm,  Spine: 27mm
Weight:   1.023kg
ISBN:   9780230271821
ISBN 10:   0230271820
Pages:   528
Publication Date:   08 June 2011
Audience:   College/higher education ,  Primary
Format:   Other merchandise
Publisher's Status:   Active

DIMITRIOS ASTERIOU is Associate Professor in Economics at the Hellenic Open University, School of Social Sciences in Greece. He is also the Secretary general of the European Economics and Finance Society STEPHEN G. HALL is Professor of Economics at Leicester University, UK and Visiting Professor at the University of Pretoria, South Africa. He is Visiting Senior Research Fellow at the National Institute of Economic and Social Research, Member of the Executive Committee of the UN project LINK and Editor of 'Economic Modelling'.

Reviews for Applied Econometrics

'I wholeheartedly recommend this econometrics textbook, which was clearly written with students' needs in mind.' - Kaddour Hadri, Professor of Economics at Queen's University Management School, Belfast. 'This book has a superior treatment of time-series and applied econometrics topics. The text is innovative in its emphasis on statistical tests of model specification and the applications carrying out these tests in appropriate and commonly available software programs used by econometricians.' - Timothy A. Park, Professor Department of Agricultural and Applied Economics, University of Georgia.

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