ISBN13: 9780470591826 ｜736pages｜Hardcover｜©2011｜NT$1350
Author
Richard A. Ashley, Economics Department Virginia Tech
Description
Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The texts serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Starting with a unique Statistics review to start the book, students will learn by doing. Ashley provides students with integrated, hands-on exercises, and the text is supplemented with Active Learning Exercises.
Table of Contents
Part I: Introduction and Statistics Review
Ch 1 Introduction
Ch 2 A Review of Probability Theory
Ch 3 Estimating the Mean of a Normally Distributed
Random Variable
Ch 4 Statistical Inference on the Mean of a Normally
Distributed Random Variable
Part II: Regression Analysis
Ch 5 The Bivariate Regression Model: Introduction,
Assumptions, and Parameter Estimates
Ch 6 The Bivariate Linear Regression Model
Ch 7 The Bivariate Linear Regression Model: Inference on β
Ch 8 The Bivariate Regression Model: R2 and Prediction
Ch 9 The Multiple Regression Model
Ch 10 Diagnostically Checking and Respecifying the Multiple Regression Model
Ch 11 Stochastic Regressors and Endogeneity
Ch 12 Instrumental Variables Estimation
Ch 13 Diagnostically Checking and Respecifying the Multiple Regression Model
Ch 14 Diagnostically Checking and Respecifying the Multiple Regression Model
Part III: Additional Topics in Regression Analysis
Ch 15 Regression Modeling with Panel Data (Part A)
Ch 16 Regression Modeling with Panel Data (Part B)
Ch 17 A Concise Introduction to Time-Series Analysis and Forecasting (Part A)
Ch 18 A Concise Introduction to Time-Series Analysis and Forecasting (Part B)
Ch 19 Parameter Estimation Beyond Curve-Fitting
Ch 20 Concluding Comments
