TAILIEUCHUNG - Ebook Introductory econometrics - A modern approach (6th edition): Part 2

(BQ) Part 2 book "Introductory econometrics - A modern approach" has contents: Basic mathematical tools, carrying out an empirical project, carrying out an empirical project, carrying out an empirical project, limited dependent variable models and sample selection corrections, instrumental variables estimation and two stage least squares. | Part 3 Advanced Topics W e now turn to some more specialized topics that are not usually covered in a one-term, introductory course. Some of these topics require few more mathematical skills than the multiple regression analysis did in Parts 1 and 2. In Chapter 13, we show how to apply multiple regression to independently pooled cross sections. The issues raised are very similar to standard cross-sectional analysis, except that we can study how relationships change over time by including time dummy variables. We also illustrate how panel data sets can be analyzed in a regression framework. Chapter 14 covers more advanced panel data methods that are nevertheless used routinely in applied work. Chapters 15 and 16 investigate the problem of endogenous explanatory variables. In Chapter 15, we introduce the method of instrumental variables as a way of solving the omitted variable problem as well as the measurement error problem. The method of two-stage least squares is used quite often in empirical economics and is indispensable for estimating simultaneous equation models, a topic we turn to in Chapter 16. Chapter 17 covers some fairly advanced topics that are typically used in cross-sectional analysis, including models for limited dependent variables and methods for correcting sample selection bias. Chapter 18 heads in a different direction by covering some recent advances in time series econometrics that have proven to be useful in estimating dynamic relationships. Chapter 19 should be helpful to students who must write either a term paper or some other paper in the applied social sciences. The chapter offers suggestions for how to select a topic, collect and analyze the data, and write the paper. 401 Copyright 2016 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has

• Kinh tế học
• Introductory econometrics
• Basic mathematical tools
• Empirical project
• An empirical project
• Limited dependent variable models
• Sample selection corrections
• Econometrics for Finance
• Introductory Econometrics for Finance
• Regression model
• Purpose of econometrics
• Econometric model
• Financial modelling
• Straight lines
• Statistical foundations
• Classical linear regression model
• Regression analysis
• Multiple linear regression
• Statistical distributions
• Univariate time series modelling
• Stochastic processes
• Multivariate models
• Simultaneous equations models
• Modelling long run relationship
• Stochastic non stationarity
• Modelling volatility
• GARCH models
• Switching models
• Switching behaviour
• Panel data
• Fixed effects models
• Linear probability model
• Simulation methods
• Random number generation
• Empirical research project
• Research project
• Financial data