Essentials of applied econometrics / Aaron D. Smith, J. Edward Taylor.

Format:

Book

Author/Creator:

Smith, Aaron D., author.

Taylor, J. Edward, author.

Language:

English

Subjects (All):

Econometrics--Textbooks.

Econometrics.

Physical Description:

1 online resource (239 pages) : illustrations

Edition:

1st ed.

Place of Publication:

Oakland, California : University of California Press, 2017.

Language Note:

English

Summary:

Essentials of Applied Econometrics prepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an education in econometrics, this succinct text not only teaches best practices and state-of-the-art techniques, but uses vivid examples and data obtained from a variety of real world sources. The book's emphasis on application uniquely prepares the reader for today's econometric work, which can include analyzing causal relationships or correlations in big data to obtain useful insights.

Contents:

Frontmatter

Contents

Preface

Acknowledgments

About the Authors

1. Introduction to Econometrics

2. Simple Regression

3. Multiple Regression

4. Generalizing from a Sample

5. Properties of Our Estimators

6. Hypothesis Testing and Confi dence Intervals

7. Predicting in a Nonlinear World

8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2)

9. Best of Blue II: Correlated Errors (Assumption CR3)

10. Sample Selection Bias (Assumption CR1)

11. Identifying Causation

12. Instrumental Variables: A Solution to the Endogeneity Problem

Appendix: Critical Values for Commonly Used Tests in Econometrics

Notes

Index

Notes:

Includes index.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 24. Apr 2020)

Description based on print version record.

ISBN:

9780520963290

0520963296

OCLC:

960758724