Analysis of Economic Data / Edition 3

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More About This Textbook

Overview

The third edition of Analysis of Economic Data has been fully revised and updated and builds on the successes of the previous two editions. It teaches methods of data analysis to students whose primary interest is not in econometrics, statistics or mathematics, as well as those who are facing economic data analysis for the first time. It shows students how to apply econometric techniques in the context of real-world empirical problems. Analysis of Economic Data adopts a largely non-mathematical approach relying on verbal and graphical intuition and covers most of the tools used in modern econometrics research e.g. correlation, regression and extensions for time-series methods.

New content includes:

More empirical examples, including more empirical project topics.

New material on financial volatility, including ARCH and GARCH models.

Extensive use of real data examples that involve readers in hands-on computer work.

The new edition is accompanied by a website wileyeurope.com/college/koop containing information for instructors and students, including datasets, PowerPoint slides, sample exam questions and answer sheets for problems in the book.

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Product Details

  • ISBN-13: 9780470713891
  • Publisher: Wiley
  • Publication date: 3/17/2009
  • Edition description: Older Edition
  • Edition number: 3
  • Pages: 264
  • Product dimensions: 6.67 (w) x 9.63 (h) x 0.76 (d)

Table of Contents

Ch. 1 Introduction 1
Ch. 2 Basic data handling 9
Ch. 3 Correlation 35
Ch. 4 An introduction to simple regression 49
Ch. 5 Statistical aspects of regression 69
Ch. 6 Multiple regression 91
Ch. 7 Regression with dummy variables 109
Ch. 8 Regression with time lags : distributed lag models 121
Ch. 9 Univariate time series analysis 135
Ch. 10 Regression with time series variables 159
Ch. 11 Applications of time series methods in macroeconomics and finance 179
Ch. 12 Limitations and extensions 211
App. A Writing an empirical project 223
App. B Data directory 229
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