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Analysis of economic data /

Gary Koop.

 Main Author: Koop, Gary. 1. Introduction -- Organization of the Book -- Useful Background -- Appendix 1.1. Mathematical Concepts Used in this Book -- Endnote -- References -- -- 2. Basic Data Handling -- Types of Economic Data -- Obtaining Data -- Working with Data: Graphical Methods -- Working with Data: Descriptive Statistics -- Appendix 2.1. Index Numbers -- Appendix 2.2. Advanced Descriptive Statistics -- Appendix 2.3. Expected Values and Variances -- Endnotes -- -- 3. Correlation -- Understanding Correlation -- Understanding Why Variables Are Correlated -- Understanding Correlation Through XY-Plots -- Correlation Between Several Variables -- Appendix 3.1. Mathematical Details -- Endnotes -- -- 4. Introduction to Simple Regression -- Regression as a Best Fitting Line -- Interpreting OLS Estimates -- Fitted Values and R2: Measuring the Fit of a Regression Model -- Nonlinearity in Regression -- Appendix 4.1. Mathematical Details -- Endnotes -- -- 5. Statistical Aspects of Regression -- Which Factors Affect the Accuracy of the Estimate β -- Calculating a Confidence Interval for β -- Testing whether β = 0 -- Hypothesis Testing Involving R2: The F-Statistic -- Appendix 5.1. Using Statistical Tables to Test Whether β = 0 -- Endnotes -- References -- -- 6. Multiple Regression -- Regression as a Best Fitting Line -- OLS Estimation of the Multiple Regression Model -- Statistical Aspects of Multiple Regression -- Interpreting OLS Estimates -- Pitfalls of Using Simple Regression in a Multiple Regression Context -- Omitted Variables Bias -- Multicollinearity -- Appendix 6.1. Mathematical Interpretation of Regression Coefficients -- Endnotes -- -- 7. Regression with Dummy Variables -- Simple Regression with a Dummy Variable -- Multiple Regression with Dummy Variables -- Multiple Regression with Dummy and Non-dummy Explanatory Variables -- Interacting Dummy and Non-dummy Variables -- -- 8. Qualitative Choice Models -- The Economics of Choice -- Choice Probabilities and the Logit and Probit Models -- Appendix 8.1. Choice Probabilities in the Logit Model -- References -- -- 9. Regression with Time Lags: Distributed Lag Models -- Lagged Variables -- Notation -- Selection of Lag Order -- Appendix 9.1. Other Distributed Lag Models -- Endnotes -- -- 10. Univariate Time Series Analysis -- The Autocorrelation Function -- The Autoregressive Model for Univariate Time Series -- Nonstationary versus Stationary Time Series -- Extensions of the AR(1) Model -- Testing in the AR(p) with Deterministic Trend Model -- Appendix 10.1. Mathematical Intuition for the AR(1) Model -- Endnotes -- References -- -- 11. Regression with Time Series Variables -- Time Series Regression when X and Y Are Stationary -- Time Series Regression when Y and X Have Unit Roots: Spurious Regression -- Time Series Regression when Y and X Have Unit Roots: Cointegration -- Estimation and Testing with Cointegrated Variables -- Time Series Regression when Y and X Are Cointegrated: The Error Correction Model -- Time Series Regression when Y and X Have Unit Roots but Are Not Cointegrated -- Endnotes -- -- 12. Applications of Time Series Methods in Macroeconomics and Finance -- Financial Volatility -- Autoregressive Conditional Heteroskedasticity (ARCH) -- Granger Causality -- Vector Autoregressions -- Appendix 12.1. Hypothesis Tests Involving More than One Coefficient -- Endnotes -- Reference -- -- 13. Limitations and Extensions -- Problems that Occur when the Dependent Variable Has Particular Forms -- Problems that Occur when the Errors Have Particular Forms -- Problems that Call for the Use of Multiple Equation Models -- Endnotes -- Appendix A Writing an Empirical Project -- Description of a Typical Empirical Project -- General Considerations -- Project Topics -- References. Hoboken : Wiley,  Fourth edition. Econometrics. | Ökonometrie | Datenanalyse Add Spaces will separate tags.Use quotes for multi-word tags.

University of Illinois at Urbana-Champaign

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