This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software.
The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.

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scihub/10.1007/978-981-32-9019-8.pdf

zlib/Mathematics/Panchanan Das/Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1_5403125.pdf

Das, Panchanan

Springer Nature Singapore Pte Ltd Fka Springer Science + Business Media Singapore Pte Ltd

Springer Nature, Singapore, 2019

1st ed. 2019, PS, 2019

Singapore, Singapore

Sep 06, 2019

sm77041345

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Source title: Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is inv aluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics

Front Matter ....Pages i-xxvii
Front Matter ....Pages 1-1
Introduction to Econometrics and Statistical Software (Panchanan Das)....Pages 3-35
Linear Regression Model: Properties and Estimation (Panchanan Das)....Pages 37-73
Linear Regression Model: Goodness of Fit and Testing of Hypothesis (Panchanan Das)....Pages 75-108
Linear Regression Model: Relaxing the Classical Assumptions (Panchanan Das)....Pages 109-135
Analysis of Collinear Data: Multicollinearity (Panchanan Das)....Pages 137-151
Front Matter ....Pages 153-153
Linear Regression Model: Qualitative Variables as Predictors (Panchanan Das)....Pages 155-166
Limited Dependent Variable Model (Panchanan Das)....Pages 167-206
Multivariate Analysis (Panchanan Das)....Pages 207-243
Front Matter ....Pages 245-245
Time Series: Data Generating Process (Panchanan Das)....Pages 247-259
Stationary Time Series (Panchanan Das)....Pages 261-304
Nonstationarity, Unit Root and Structural Break (Panchanan Das)....Pages 305-366
Cointegration, Error Correction and Vector Autoregression (Panchanan Das)....Pages 367-416
Modelling Volatility Clustering (Panchanan Das)....Pages 417-437
Time Series Forecasting (Panchanan Das)....Pages 439-453
Front Matter ....Pages 455-455
Panel Data Analysis: Static Models (Panchanan Das)....Pages 457-497
Panel Data Static Model: Testing of Hypotheses (Panchanan Das)....Pages 499-511
Panel Unit Root Test (Panchanan Das)....Pages 513-540
Dynamic Panel Model (Panchanan Das)....Pages 541-565

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Erscheinungsdatum: 19.09.2019

2019-09-07