The Library of Congress > Linked Data Service > BIBFRAME Works

Bibframe Work

Title
Essentials of applied econometrics
Type
Text
Monograph
Multimedia
Contribution
Smith, Aaron (Author)
Taylor, J. Edward (Author)
Subject
Econometrics--Textbooks (LCSH)
Language
English
Classification
LCC: HB139 (Assigner: dlc) (Status: used by assigner)
DDC: 330.01/5195 full (Assigner: dlc)(Source: 23)
Supplementary Content
index
Content
text
Summary
"Essentials of Applied Econometrics gives students and professionals the tools they need to do econometric analysis in a world in which more data surround us every day and in which econometrics is put to a diversity of uses. Vivid examples and data from a variety of real-world sources are used to teach best practices and state-of-the-art techniques. This book differs from traditional textbooks that assume the only goal of econometrics is to estimate causal effects and that confound sampling theory with causal analysis. It begins with sampling theory - how to use a sample to make inferences about a whole population. Then, in the last two chapters, it addresses causality as a distinct topic. In between, it covers the gambit of topics essential for doing econometrics, including properties of estimators, hypothesis testing, nonlinear relationships, heteroskedasticity, serial correlation, and sampling bias. This book covers essential theory but with an emphasis on the best practices for estimating econometric models. The text is succinct, written for students and professionals interested in continuing their econometric education"--Provided by publisher.
Table Of Contents
Introduction to econometrics
Simple regression
Multiple regression
Generalizing from a sample
Properties of our estimators
Hypothesis testing and confidence intervals
Predicting in a nonlinear world
Best of blue I : cross section data and heteroskedasticity (assumption CR2)
Best of blue II : correlated errors (assumption CR3)
Sample selection bias (assumption CR1)
Identifying causation
Instrumental variables : a solution to the endogeneity problem
Appendix : critical values for commonly used tests in econometrics.
Authorized Access Point
Smith, Aaron Essentials of applied econometrics
Admin Metadata
Generation Process: DLC marc2bibframe2 v2.5.0
Status: changed
Encoding Level: full
Identified By: bf:Local, 19075100
Change Date: 2021-07-28T11:29:27
Creation Date: 2016-05-02
Description Language: English
Description Modifier: United States, Library of Congress
Description Authentication: Program for Cooperative Cataloging
Assigner: United States, Library of Congress