Econometrics in Theory and Practice Analysis of Cross Section, Time Series and Panel Data with Stata 15.1 /

• Main Author: Das, Panchanan (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Subjects: Econometrics.; Game theory.; Statistics .; Game Theory.; Statistics for Business, Management, Economics, Finance, Insurance.; Game Theory, Economics, Social and Behav. Sciences.

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make...

Table of Contents:

• Introduction to Econometrics and Statistical Software
• Linear Regression Model: Properties and Estimation
• Linear Regression Model: Goodness of Fit and Testing of Hypothesis
• Linear Regression Model: Relaxing the Classical Assumptions
• Analysis of Collinear Data: Multicollinearity
• Linear Regression Model: Qualitative Variables as Predictors
• Limited Dependent Variable Model
• Multivariate Analysis
• Time Series: Data Generating Process
• Stationary Time Series
• Nonstationarity, Unit Root and Structural Break
• Cointegration, Error Correction and Vector Autoregression
• Cointegration, Error Correction and Vector Autoregression
• Time Series Forecasting.