Econometric Analysis – Paperback Edition (ISBN 9789353061074)

Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models and underlying theory that is easy to put into practice. It then presents students with a sucient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the ELD. Features1) This text is intended for a one-year graduate course for social scientists. 2) It includes five chapters on estimation methods used in current research and five chapters on applications in micro and macro econometrics. 3) Appendix E and Chapter 15 contain a description of numerical methods that will be useful to practicing econometricians. 4) The author has revised the presentation throughout the book to streamline the development of topics, in some cases, to improve the clarity of the derivations. Table of Contents Part I the Linear Regression ModelChapter 1 Econometrics Chapter 2 the Linear Regression Model Chapter 3 Least Squares Regression Chapter 4 Estimating the Regression Model by Least Squares Chapter 5 Hypothesis Tests and Model Selection Chapter 6 Functional form, difference in differences and structural change Chapter 7 Nonlinear, Semiparametric and Nonparametric RegressionModels Chapter 8 Endogeneity and Instrumental Variable EstimationPart II Generalized Regression Model and Equation SystemsChapter 9 the Generalized Regression Model and Heteroscedasticity Chapter 10 Systems of Regression Equations Chapter 11 Models for Panel Data Part III Estimation MethodologyChapter 12 Estimation Frameworks in Econometrics Chapter 13 Minimum Distance Estimation and the Generalized Method ofMoments Chapter 14 Maximum Likelihood Estimation Chapter 15 Simulation-Based Estimation and Inference and Random ParameterModels Chapter 16 Bayesian Estimation and InferencePart IV Cross Sections, Panel Data and Micro econometricsChapter 17 Binary Outcomes and Discrete ChoicesChapter 18 Multinomial Choices and Event Counts Chapter 19 limited Dependent Variables-Truncation, Censoring andSample Selection Part V Time Series and Macro econometricsChapter 20 S serial Correlation 981Chapter 21 Nonstationary Data.