A concise introduction to econometrics : an intuitive guide / Philip Hans Franses.

Format:

Book

Author/Creator:

Franses, Philip Hans, 1963- author.

Language:

English

Subjects (All):

Econometrics.

Econometrics--Case studies.

Physical Description:

1 online resource (xi, 117 pages) : digital, PDF file(s).

Edition:

1st ed.

Place of Publication:

Cambridge : Cambridge University Press, 2002.

Language Note:

English

Summary:

In this short and very practical 2002 introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered using econometric methods and models. The book focuses on a limited number of the essential, most widely used methods, before going on to review the basics of econometrics. The book ends with a number of case studies drawn from recent empirical work to provide an intuitive illustration of what econometricians do when faced with practical questions. Throughout the book Franses emphasises the importance of specification, evaluation and implementation of models appropriate to the data. Assuming basic familiarity only with matrix algebra and calculus the book is designed to appeal as either a short stand-alone introduction for students embarking on an empirical research project or as a supplement to any standard introductory textbook.

Contents:

1. Introduction

2. A few basic tools

Distributions

The linear regression model

Inference

Some further considerations

To summarize

3. Econometrics, a guided tour

Practical questions

Problem formulation

Data collection

Choice of an econometric model

Empirical analysis

Answering practical questions

4. Seven case studies

Convergence between rich and poor countries

Direct mail target selection

Automatic trading

Forecasting sharp increases in unemployment

Modeling brand choice dynamics

Two noneconomic illustrations

5. Conclusion

Always take an econometrics course!

Econometrics is practice.

Notes:

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Includes bibliographical references and index.

ISBN:

1-107-12605-3

0-511-04272-8

1-280-15978-2

0-511-12092-3

0-511-14779-1

0-511-30503-6

0-511-49313-4

0-511-05447-5

OCLC:

559286094