{"product_id":"a-guide-to-modern-econometrics-9781119472117","title":"A Guide to Modern Econometrics","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003ePreface\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 Introduction \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 About Econometrics\u003c\/p\u003e \u003cp\u003e1.2 The Structure of This Book\u003c\/p\u003e \u003cp\u003e1.3 Illustrations and Exercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 An Introduction to Linear Regression \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Ordinary Least Squares as an Algebraic Tool\u003c\/p\u003e \u003cp\u003e2.2 The Linear Regression Model\u003c\/p\u003e \u003cp\u003e2.3 Small Sample Properties of the OLS Estimator\u003c\/p\u003e \u003cp\u003e2.4 Goodness-of-fit\u003c\/p\u003e \u003cp\u003e2.5 Hypothesis Testing\u003c\/p\u003e \u003cp\u003e2.6 Asymptotic Properties of the OLS Estimator\u003c\/p\u003e \u003cp\u003e2.7 Illustration: The Capital Asset Pricing Model\u003c\/p\u003e \u003cp\u003e2.8 Multicollinearity\u003c\/p\u003e \u003cp\u003e2.9 Missing Data, Outliers and Influential Observations\u003c\/p\u003e \u003cp\u003e2.10 Prediction\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 Interpreting and Comparing Regression Models \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Interpreting the Linear Model\u003c\/p\u003e \u003cp\u003e3.2 Selecting the Set of Regressors\u003c\/p\u003e \u003cp\u003e3.3 Misspecifying the Functional Form\u003c\/p\u003e \u003cp\u003e3.4 Illustration: Explaining House Prices\u003c\/p\u003e \u003cp\u003e3.5 Illustration: Predicting Stock Index Returns\u003c\/p\u003e \u003cp\u003e3.6 Illustration: Explaining Individual Wages\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 Heteroskedasticity and Autocorrelation \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Consequences for the OLS Estimator\u003c\/p\u003e \u003cp\u003e4.2 Deriving an Alternative Estimator\u003c\/p\u003e \u003cp\u003e4.3 Heteroskedasticity\u003c\/p\u003e \u003cp\u003e4.4 Testing for Heteroskedasticity\u003c\/p\u003e \u003cp\u003e4.5 Illustration: Explaining Labour Demand\u003c\/p\u003e \u003cp\u003e4.6 Autocorrelation\u003c\/p\u003e \u003cp\u003e4.7 Testing for First-order Autocorrelation\u003c\/p\u003e \u003cp\u003e4.8 Illustration: The Demand for Ice Cream\u003c\/p\u003e \u003cp\u003e4.9 Alternative Autocorrelation Patterns\u003c\/p\u003e \u003cp\u003e4.10 What to do When you Find Autocorrelation?\u003c\/p\u003e \u003cp\u003e4.11 Illustration: Risk Premia in Foreign Exchange Markets\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5 Endogenous Regressors, Instrumental Variables and GMM \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 A Review of the Properties of the OLS Estimator\u003c\/p\u003e \u003cp\u003e5.2 Cases Where the OLS Estimator Cannot be Saved\u003c\/p\u003e \u003cp\u003e5.3 The Instrumental Variables Estimator\u003c\/p\u003e \u003cp\u003e5.4 Illustration: Estimating the Returns to Schooling\u003c\/p\u003e \u003cp\u003e5.5 Alternative Approaches to Estimate Causal Effects\u003c\/p\u003e \u003cp\u003e5.6 The Generalized Instrumental Variables Estimator\u003c\/p\u003e \u003cp\u003e5.7 Institutions and Economic Development\u003c\/p\u003e \u003cp\u003e5.8 The Generalized Method of Moments\u003c\/p\u003e \u003cp\u003e5.9 Illustration: Estimating Intertemporal Asset Pricing Models\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6 Maximum Likelihood Estimation and Specification Tests \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 An Introduction to Maximum Likelihood\u003c\/p\u003e \u003cp\u003e6.2 Specification Tests\u003c\/p\u003e \u003cp\u003e6.3 Tests in the Normal Linear Regression Model\u003c\/p\u003e \u003cp\u003e6.4 Quasi-maximum Likelihood and Moment Conditions Tests\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7 Models with Limited Dependent Variables \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Binary Choice Models\u003c\/p\u003e \u003cp\u003e7.2 Multiresponse Models\u003c\/p\u003e \u003cp\u003e7.3 Models for Count Data\u003c\/p\u003e \u003cp\u003e7.4 Tobit Models\u003c\/p\u003e \u003cp\u003e7.5 Extensions of Tobit Models\u003c\/p\u003e \u003cp\u003e7.6 Sample Selection Bias\u003c\/p\u003e \u003cp\u003e7.7 Estimating Treatment Effects\u003c\/p\u003e \u003cp\u003e7.7.1 Regression-based Estimators\u003c\/p\u003e \u003cp\u003e7.8 Duration Models\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e8 Univariate Time Series Models \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e8.1 Introduction\u003c\/p\u003e \u003cp\u003e8.2 General ARMA Processes\u003c\/p\u003e \u003cp\u003e8.3 Stationarity and Unit Roots\u003c\/p\u003e \u003cp\u003e8.4 Testing for Unit Roots\u003c\/p\u003e \u003cp\u003e8.5 Illustration: Long-run Purchasing Power Parity (Part 1)\u003c\/p\u003e \u003cp\u003e8.6 Estimation of ARMA Models\u003c\/p\u003e \u003cp\u003e8.7 Choosing a Model\u003c\/p\u003e \u003cp\u003e8.8 Illustration: The Persistence of Inflation\u003c\/p\u003e \u003cp\u003e8.9 Forecasting with ARMA Models\u003c\/p\u003e \u003cp\u003e8.10 Illustration: The Expectations Theory of the Term Structure\u003c\/p\u003e \u003cp\u003e8.11 Autoregressive Conditional Heteroskedasticity\u003c\/p\u003e \u003cp\u003e8.12 What about Multivariate Models?\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e9 Multivariate Time Series Models \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9.1 Dynamic Models with Stationary Variables\u003c\/p\u003e \u003cp\u003e9.2 Models with Nonstationary Variables\u003c\/p\u003e \u003cp\u003e9.3 Illustration: Long-run Purchasing Power Parity (Part 2)\u003c\/p\u003e \u003cp\u003e9.4 Vector Autoregressive Models\u003c\/p\u003e \u003cp\u003e9.5 Cointegration: the Multivariate Case\u003c\/p\u003e \u003cp\u003e9.6 Illustration: Money Demand and Inflation\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eExercises\u003c\/p\u003e \u003cp\u003e\u003cb\u003e10 Models Based on Panel Data \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e10.1 Introduction to Panel Data Modelling\u003c\/p\u003e \u003cp\u003e10.2 The Static Linear Model\u003c\/p\u003e \u003cp\u003e10.3 Illustration: Explaining Individual Wages\u003c\/p\u003e \u003cp\u003e10.4 Dynamic Linear Models\u003c\/p\u003e \u003cp\u003e10.5 Illustration: Explaining Capital Structure\u003c\/p\u003e \u003cp\u003e10.6 Panel Time Series\u003c\/p\u003e \u003cp\u003e10.7 Models with Limited Dependent Variables\u003c\/p\u003e \u003cp\u003e10.8 Incomplete Panels and Selection Bias\u003c\/p\u003e \u003cp\u003e10.9 Pseudo Panels and Repeated Cross-sections\u003c\/p\u003e \u003cp\u003eWrap-up\u003c\/p\u003e \u003cp\u003eA Vectors and Matrices\u003c\/p\u003e \u003cp\u003eA.1 Terminology\u003c\/p\u003e \u003cp\u003eA.2 Matrix Manipulations\u003c\/p\u003e \u003cp\u003eA.3 Properties of Matrices and Vectors\u003c\/p\u003e \u003cp\u003eA.4 Inverse Matrices\u003c\/p\u003e \u003cp\u003eA.5 Idempotent Matrices\u003c\/p\u003e \u003cp\u003eA.6 Eigenvalues and Eigenvectors\u003c\/p\u003e \u003cp\u003eA.7 Differentiation\u003c\/p\u003e \u003cp\u003eA.8 Some Least Squares Manipulations\u003c\/p\u003e \u003cp\u003eB Statistical and Distribution Theory\u003c\/p\u003e \u003cp\u003eB.1 Discrete Random Variables\u003c\/p\u003e \u003cp\u003eB.2 Continuous Random Variables\u003c\/p\u003e \u003cp\u003eB.3 Expectations and Moments\u003c\/p\u003e \u003cp\u003eB.4 Multivariate Distributions\u003c\/p\u003e \u003cp\u003eB.5 Conditional Distributions\u003c\/p\u003e \u003cp\u003eB.6 The Normal Distribution\u003c\/p\u003e \u003cp\u003eB.7 Related Distributions\u003c\/p\u003e \u003cp\u003eBibliograph\u003c\/p\u003e \u003cp\u003eIndex\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":48866397913431,"sku":"9781119472117","price":45.59,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781119472117.jpg?v=1722278454","url":"https:\/\/bookcurl.com\/products\/a-guide-to-modern-econometrics-9781119472117","provider":"Book Curl","version":"1.0","type":"link"}