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Applied Econometrics Paperback – 12 October 2015

4.4 out of 5 stars 9 ratings
Edition: 3rd

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Product details

  • Publisher : Palgrave UK Print; 3rd edition (12 October 2015)
  • Language : English
  • Paperback : 552 pages
  • ISBN-10 : 1137415460
  • ISBN-13 : 978-1137415462
  • Dimensions : 18.9 x 3.18 x 18.9 cm
  • Customer Reviews:
    4.4 out of 5 stars 9 ratings

Product description


'Asteriou and Hall combine an excellent treatment of econometric theory with accessible guides to multiple statistical software packages; a rare combination in today's market.' Douglas Webber, Temple University, USA 'This book strikes a perfect balance between theoretical discussion and practical application, expressing quite abstract ideas in a transparent and easy-to-understand way - all of which are vital for anyone learning econometrics.' Kavita Sirichand, Loughborough University, UK 'This new edition provides a crisp and clear exposition, going from basic concepts to advanced topics. An excellent book that will be essential reading for intermediate and more advanced undergraduate as well as graduate students with a serious interest in empirical methods in economics.' Brian Henry, Visiting Research Fellow at the NIESR, United Kingdom 'If you are looking for a fast track towards being able to do applied econometric work, this textbook is the ideal solution.' Reinhard Neck, University of Klagenfurt, Austria 'Asteriou and Hall provide an exceptional and accessible introduction to modern econometrics. The book is organized in a way that provides a natural progression of the major subjects in the field, embellished with real-world data applications. A key innovation is the step-by-step presentation of statistical tests that are used to interpret results and draw conclusions. The book is to be ranked with the best introductory econometrics texts.' George S. Tavlas, Member: Monetary Policy Council, Bank of Greece

From the Back Cover

The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them.

Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'.

Applied Econometrics third edition includes:
• Thorough updates of all material in the book
• More finance applications
• A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters

This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.

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