Part I Introduction and Statistics Review.
- Chapter 1. Introduction.
- Chapter 2. A Review of Probability Theory.
- Chapter 3. Estimating the Mean of a Normally Distributed Random.
- Chapter 4. Statistical Inference on the Mean of a Normally Distributed.
Part II Regression Analysis.
- Chapter 5. The Bivariate Regression Model: (Introduction, Assumptions, and Parameter Estimates). Chapter 6. The Bivariate Regression Model: (Sampling Distributions and Estimator Properties).
- Chapter 7. The Bivariate Regression Model: Inference on β.
- Chapter 8. The Bivariate Regression Model: R2 and Prediction.
- Chapter 9. The Multiple Regression Model.
- 10. Diagnostically Checking and Re-Specifying the Multiple Regression. Chapter 11. Stochastic Regressors and Endogeneity. Chapter 12. Instrumental Variables Estimation.
- Chapter 13. Diagnostically Checking and Re-Specifying the Multiple Regression Model: the Time-Series Data Case (Part A).
- Chapter 14. Diagnostically Checking and Re-Specifying the Multiple Regression Model: the Time-Series Data Case (Part B).
Part III Additional Topics in Regression Analysis.
- Chapter 15. Regression Modeling with Panel Data (Part A).
- Chapter 16. Regression Modeling with Panel Data (Part B).
- Chapter 17. A Concise Introduction to Time-Series Analysis and Forecasting (Part A).
- Chapter 18. A Concise Introduction to Time-Series Analysis and Forecasting (Part B).
- Chapter 19. Parameter Estimation Beyond Curve-Fitting: MLE (with an Application to Binary-Choice Models) and GMM (with an Application to IV Regression).
- Chapter 20. Concluding Comments.
Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools.
The texts serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise.
Starting with a unique Statistics review to start the book, students will learn by doing. Ashley provides students with integrated, hands-on exercises, and the text is supplemented with Active Learning Exercises.
Key Features
- Active Learning Exercises are found in each chapter providing interactive, hands-on applications to ensure comprehension and retention of econometrics.
- Statistics Review at the beginning of the text allows students to refresh their statistical skills.
Book Details
- Hardcover: 736 pages
- Publisher: Wiley; 1 edition (January 11, 2012)
- Language: English
- ISBN-10: 047059182X
- ISBN-13: 978-0470591826
List Price: $169.98