Title Details: | |
Econometric analysis by examples |
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Authors: |
Panagiotidis, Theodore Bampinas, Georgios |
Subject: | LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > MATHEMATICAL AND QUANTITATIVE METHODS > ECONOMETRIC AND STATISTICAL METHODS AND METHODOLOGY: GENERAL LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > MATHEMATICAL AND QUANTITATIVE METHODS > SINGLE EQUATION MODELS; SINGLE VARIABLES LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > MATHEMATICAL AND QUANTITATIVE METHODS > ECONOMETRIC AND STATISTICAL METHODS: SPECIAL TOPICS LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > MATHEMATICAL AND QUANTITATIVE METHODS > ECONOMETRIC MODELING LAW AND SOCIAL SCIENCES > ECONOMIC SCIENCES > MATHEMATICAL AND QUANTITATIVE METHODS > DATA COLLECTION AND DATA ESTIMATION METHODOLOGY; COMPUTER PROGRAMS |
Keywords: |
Econometrics
Econometric analysis Applied econometrics Gretl statistical package Economics Data analysis Regression analysis Time series analysis Cross sectional analysis Panel data analysis Linear models Nonlinear models Dummies Functional forms Regression diagnostic tests |
Description: | |
Abstract: |
The book is divided into four main sections. The first section introduces the Gretl econometric program, presenting information on the program's basic features (installation, navigation, data entry, command information, and session storage). The second section presents the basic estimation models and their limitations with the corresponding theoretical documentation. This is followed by an analysis of different functional forms of regression covering a range of fields (economic, social) and data (time series, cross-sectional data) and using qualitative variables in the regression models. The third section critically examines the assumptions of the classical linear model, the extent to which these assumptions may vary, and at what cost. Different diagnostic tests of regression models are presented for both cross-sectional data and time series models. The problem of "correct functional form" is also discussed. The fourth part deals with prominent issues of cross-sectional and time series data and their combination (panels). For cross-sectional data, the discrete choice models, which are widely used in the social sciences as well as in other fields (education, psychology, political science) are analyzed. For time series, topics such as stationarity, cointegration, and ARCH-GARCH models for cases of changing variation are presented, which concern the fields of economics, finance, and other social sciences. Finally, estimation models with panel data are presented.
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Linguistic Editors: |
Kolla, Eleni |
Graphic Editors: |
Kaitsa, Elena-Natasa |
Other contributors: |
Cover image: Vassily Kandinsky, 1923 - Circles in a Circle, oil on canvas, height 100 cm, width 95.6 cm, Philadelphia Museum of Art. |
Type: |
Undergraduate textbook |
Creation Date: | 23-01-2025 |
Item Details: | |
ISBN |
978-618-228-320-2 |
License: |
Attribution – NonCommercial – NoDerivatives 4.0 International (CC BY-NC-ND 4.0) |
DOI | http://dx.doi.org/10.57713/kallipos-1068 |
Handle | http://hdl.handle.net/11419/14408 |
Bibliographic Reference: | Panagiotidis, T., & Bampinas, G. (2025). Econometric analysis by examples [Undergraduate textbook]. Kallipos, Open Academic Editions. https://dx.doi.org/10.57713/kallipos-1068 |
Language: |
Greek |
Consists of: |
1. Introduction to Gretl's computing environment 2. Introduction to econometric analysis 3. Functional forms of regression models 4. Qualitative variables 5. Multicollinearity 6. Heteroscedasticity 7. Autocorrelation 8. Model specification and data issues 9. Limited dependent variable models 10. Time series stationarity 11. Cointegration and error correction model 12. Volatility models 13. Panel models Additional Material |
Number of pages |
240 |
Publication Origin: |
Kallipos, Open Academic Editions |
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