Running Regressions: A Practical Guide to Quantitative Research in Economics, Finance and Development Studies

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Overview

Running Regressions introduces first-year social science undergraduates, particularly those studying economics and business, to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach. It shows that statistical analysis can be simultaneously straightforward, useful and interesting, and can deal with topical, real-world issues. Each chapter introduces an economic theory or idea by relating it to an issue of topical interest, and explains how data and econometric analysis can be used to test it. The book can be used as a self-standing text or to supplement conventional econometric texts. It is also ideally suited as a guide to essays and project work.

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Editorial Reviews

From the Publisher
'This book shows how econometrics can be of real value to understanding major global problems such as violent conflict and poverty. With an easily readable style, the book encourages everyone to try their hand at running regressions.' Anthony Addison, University of Manchester

'Running Regressions ... combines statistical analysis with the relevant theories and their economic policy implications. [It] encourages the reader to see the relevance and importance of empirical analysis, and also allows the reader to see the links between theory and empirical analysis in a clear and consistent way. The writing and presentation style is very user-friendly and accessible.' Philip Arestis, University of Cambridge

'Michelle Baddeley and Diana Barrowclough have written an outstanding book for undergraduate economists. It offers a well-structured introduction to econometric models via a series of illuminating applications. Readers see not only the statistical tools themselves, but also how they can be used to address important questions in economics. Students will welcome the seamless integration of economic and statistical theory in an accessible manner, and teachers will appreciate how effectively the book shows the relevance of econometrics to economics.' Nicholas Fawcett, University of Oxford

'This is an exceptionally readable and interesting book. Students now have an econometrics text that they will enjoy. It shows, by way of example, the power and usefulness of econometric analysis.' Bernard Fingleton, University of Strathclyde

'For students of politics and international relations, Running Regressions demystifies an often-daunting set of analytical tools and provides practical, critical advice on how to use them.' Dr Carolyn Deere, Global Economic Governance Programme, University College, Oxford

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Product Details

  • ISBN-13: 9780521842112
  • Publisher: Cambridge University Press
  • Publication date: 5/29/2009
  • Edition description: New Edition
  • Pages: 310
  • Product dimensions: 7.00 (w) x 9.80 (h) x 0.80 (d)

Meet the Author

M. C. Baddeley is Director of Studies (Economics), Fellow and College Lecturer at Gonville and Caius College, University of Cambridge. She is the author of Investment: Theories and Analysis (2003).

D. V. Barrowclough works with the United Nations Conference for Trade and Development (UNCTAD), advising governments on direct foreign investment and economic development, particularly focusing on services. She also lectures at the University of Geneva.

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Table of Contents

List of figures; List of tables; List of boxes; List of acronyms; How to use this book; Part I. Simple Regression and Data Analysis: 1. An introduction to ordinary least squares; 2. Running simple regressions: global poverty and growth; 3. Using logs and estimating elasticities: demand for air travel; 4. Hypothesis testing: health expenditures and the quality of life; Part II. Multiple Regression and Diagnostic Testing: 5. Multiple regression analysis: housing demand in the UK; 6. Heteroscedasticity: R&D, innovation and economic performance; 7. Autocorrelation: tourism and the environment; 8. Model misspecification: Tobin's q and investment in the USA; Part III. Time Series Econometrics: 9. Structural breaks, non-stationarity and spurious regressions: venture capital and computing investment in the USA; 10. Error correction models AND cointegration: consumption and the multiplier in the UK; Part IV. Advanced Topics: 11. Panel estimation: divorce and income; 12. Binary dependent variables: war and poverty; Index.

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