Analysis of economic data:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2009
|
| Ausgabe: | 3. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XIV, 250 S. graph. Darst. |
| ISBN: | 9780470713891 |
Internformat
MARC
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| 100 | 1 | |a Koop, Gary |d 1960- |e Verfasser |0 (DE-588)170978729 |4 aut | |
| 245 | 1 | 0 | |a Analysis of economic data |c by Gary Koop |
| 250 | |a 3. ed. | ||
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2009 | |
| 300 | |a XIV, 250 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 500 | |a Includes bibliographical references and index | ||
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Datensatz im Suchindex
| _version_ | 1804138647538106368 |
|---|---|
| adam_text | Contents
Preface
to the Third Edition
xi
Preface to the Second Edition
xii
Preface to the First Edition
xiii
Chapter
1
Introduction
1
Organization of the Book
3
Useful Background
4
Appendix
1.1:
Mathematical Concepts Used in this Book
4
Endnote
7
References
7
Chapter
2
Basic Data Handling
8
Types of Economic Data
8
Obtaining Data
13
Working with Data: Graphical Methods
15
Working with Data: Descriptive Statistics
20
Appendix
2.1:
Index Numbers
23
Appendix
2.2:
Advanced Descriptive Statistics
29
Appendix
2.3:
Expected Values and Variances
30
Endnotes
33
Chapter
3
Correlation
34
Understanding Correlation
34
Understanding Why Variables Are Correlated
39
Understanding Correlation through AT-plots
41
viii
/ CONTENTS
Correlation between Several Variables
45
Appendix
3.1:
Mathematical Details
46
Endnotes
46
Chapter
4
An Introduction to Simple Regression
48
Regression as a Best Fitting line
49
Interpreting OLS Estimates
53
Fitted Values and
Ä2:
Measuring the Fit of a Regression Model
56
Nonlinearity in Regression
60
Appendix
4.1:
Mathematical Details
65
Endnotes
66
Chapter
5
Statistical Aspects of Regression
68
Which Factors Affect the Accuracy of the Estimate
β?
69
Calculating a Confidence Interval for
β
73
Testing whether
β
— 0
79
Hypothesis Testing Involving
Ä2:
The
F
Statistic
84
Appendix
5.1:
Using Statistical Tables for Testing whether
β
= 0
87
Endnotes
88
References
89
Chapter
6
Multiple Regression
90
Regression as a Best Fitting line
92
Ordinary Least Squares Estimation of the Multiple Regression
Model
92
Statistical Aspects of Multiple Regression
92
Interpreting OLS Estimates
93
Pitfalls of Using Simple Regression in a Multiple
Regression Context
96
Omitted Variables Bias
98
Multicollinearity
100
Appendix
6.1:
Mathematical Interpretation of
Regression Coefficients
106
Endnotes
107
Chapter
7
Regression with Dummy Variables
109
Simple Regression with a Dummy Variable
111
Multiple Regression with Dummy Variables
112
Multiple Regression with Dummy and Nondummy
Explanatory Variables
115
Interacting Dummy and Nondummy Variables
118
CONTENTS / ix
What if the Dependent Variable is a Dummy?
119
Endnotes 121
Chapter
8
Regression with Time Lags: Distributed Lag Models
122
Aside on Lagged Variables
124
Aside on Notation
126
Selection of Lag Order
130
Appendix
8.1:
Other Distributed Lag Models
133
Endnotes 134
Chapter
9
Univariate Time Series Analysis
136
The Autocorrelation Function
139
The
Autoregressive
Model for Univariate Time Series
143
Nonstationary versus Stationary Time Series
146
Extensions of the AR(1) Model
148
Testing in the AR(p) with Deterministic Trend Model
153
Appendix
9.1:
Mathematical Intuition for the AR(1) Model
158
Endnotes 159
References
160
Chapter
10
Regression with Time Series Variables
161
Time Series Regression when A and
У
Are Stationary
162
Time Series Regression when
Y
and X Have Unit Roots:
Spurious Regression
166
Time Series Regression when
Y
and X Have Unit Roots:
Cointegration
166
Time Series Regression when
Fand
X hxz Cointegrated:
The Error Correction Model
173
Time Series Regression when
Y
and ^YHave Unit Roots
but Are NOT Cointegrated
177
Endnotes 179
Chapter
11
Applications of Time Series Methods in Macroeconomics
and Finance
181
Volatility in Asset Prices
182
Autoregressive
Conditional Heteroskedasticity (ARCH)
188
Granger Causality
193
Vector
Autoregressions 199
Appendix
11.1:
Hypothesis Tests Involving More than
One Coefficient
215
Endnotes 218
χ
/ CONTENTS
Chapter
12
Limitations and Extensions
220
Problems that Occur when the Dependent Variable Has Particular
Forms
221
Problems that Occur when the Errors Have Particular Forms
222
Problems that Call for the Use of Multiple Equation Models
225
Endnotes 229
Appendix A Writing an Empirical Project
231
Description of a Typical Empirical Project
231
General Considerations
233
Project Topics
234
References
238
Appendix
В
Data Directory
239
Index
243
|
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| dewey-ones | 330 - Economics |
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| discipline | Wirtschaftswissenschaften |
| edition | 3. ed. |
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| spellingShingle | Koop, Gary 1960- Analysis of economic data Econometrics Datenanalyse (DE-588)4123037-1 gnd Ökonometrie (DE-588)4132280-0 gnd Diskette (DE-588)4122115-1 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
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| title | Analysis of economic data |
| title_auth | Analysis of economic data |
| title_exact_search | Analysis of economic data |
| title_full | Analysis of economic data by Gary Koop |
| title_fullStr | Analysis of economic data by Gary Koop |
| title_full_unstemmed | Analysis of economic data by Gary Koop |
| title_short | Analysis of economic data |
| title_sort | analysis of economic data |
| topic | Econometrics Datenanalyse (DE-588)4123037-1 gnd Ökonometrie (DE-588)4132280-0 gnd Diskette (DE-588)4122115-1 gnd Regressionsanalyse (DE-588)4129903-6 gnd |
| topic_facet | Econometrics Datenanalyse Ökonometrie Diskette Regressionsanalyse Einführung |
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