Applied Econometrics

by Dimitrios Asteriou, Stephen G. Hall

This trusted textbook returns in its 4th edition with even more exercises to help consolidate understanding - and a companion website featuring additional materials, including a solutions manual for instructors. Offering a unique blend of theory and practical application, it provides ideal preparation for doing applied econometric work as it takes students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion. Clear presentation of economic tests and methods of estimation is paired with practical guidance on using several types of software packages. Using real world data throughout, the authors place emphasis upon the interpretation of results, and the conclusions to be drawn from them in econometric work. This book will be essential reading for economics undergraduate and master's students taking a course in applied econometrics. Its practical nature makes it ideal for modules requiring a research project. New to this Additional practical exercises throughout to help consolidate understanding- A freshly-updated companion website featuring a new solutions manual for instructors

935 pages, Kindle Edition

First published May 10, 2011

Reviews

[Anurag · Rating 5 out of 5]

The econometrics shelf is full of books that are either obsessed with theory or want to explain everything with excel spreadsheets and histograms alone. Asterio - Hall take an approach where they don't shy away from throwing calculus and proofs but always present the intuition that one needs for solving real problems. It is one of those rare books on statistics that is full of examples without compromising on mathematical rigour. As a graduate student of mathematics studying finance and economics I couldn't have asked for a better book on the subject.