This text describes the principles of constructing dynamic macroeconometric models and their use in economic analyses and forecasting. The discription of the econometric methodology has been limited to specific applications of time series analysis.
For first-year graduate courses in Econometrics for Social Scientists. This title is a Pearson Global Edition. The Editorial team at Pearson has worked closely with educators around the world to include content which is especially relevant to students outside the United States. …
Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises are incorporated throughout to encourage students to apply the…
This is the perfect (and essential) supplement for all econometrics classes - from a rigorous first undergraduate course, to a first master's, to a PhD course. This book explains what is going on in textbooks full of proofs and formulas. It offers intuition, skepticism, insights…
The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators…
Handbook of applied econometrics: Macroeconomics
This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas, shows what is identified a…
Damodar Gujarati is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and…
In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that b…