Theoretical and Empirical Exercises in Econometrics

di Nlandu Mamingi (Autore)

University of the West Indies Press, 2013

This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book. It includes the following topics: Single equation regressions Dummy and limited dependent variable models Simultaneous equations models Dynamic regression models Unit roots Cointegration and error correction models ggregation over time issues Forecasting and panel data models The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.

• Autore: Nlandu Mamingi
• Editore: University of the West Indies Press
• Anno: 2013
• Rilegatura: Paperback / softback
• Pagine: 289 p.
• Dimensioni: 229 x 152 mm
• EAN: 9789766404086

Testo in English