John D. Levendis

Time Series Econometrics: Learning Through Replication

Time Series Econometrics: Learning Through Replication

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This book emphasizes the practical application of econometrics by teaching students to estimate simple univariate models,test for stationarity,and replicate influential papers. It also covers structural breaks,conditional volatility,and multi-equation models,with worked-out examples and data-driven exercises.

\n Format: Hardback
\n Length: 409 pages
\n Publication date: 18 February 2019
\n Publisher: Springer International Publishing AG
\n


This comprehensive textbook delves into the realm of econometrics, offering a refreshing departure from the traditional theorem-proof approach. Instead, it emphasizes the practical application of econometric techniques, providing students with a hands-on learning experience. The book begins by guiding students through the estimation of simple univariate models using the widely-used Stata software system, gradually progressing to more complex models. Along the way, readers are introduced to key concepts such as stationarity testing, structural breaks, conditional volatility, and multi-equation models.

To reinforce the learning process, the book includes numerous worked-out examples and data-driven exercises, catering to both graduate students and advanced undergraduates. While primarily designed to serve as a valuable resource for those pursuing advanced studies in economics, practitioners in the field will also find this book immensely useful.

Throughout the text, the author employs a clear and concise writing style, making complex econometric concepts accessible to a wide audience. Each chapter is accompanied by detailed explanations, examples, and exercises, allowing students to grasp the material effectively and apply it to real-world scenarios.

In conclusion, this textbook is a must-have for anyone interested in advancing their knowledge of econometrics. With its emphasis on practical application, comprehensive coverage, and engaging writing style, it provides students with the tools they need to excel in this field and make meaningful contributions to the world of economics.

\n Weight: 770g\n
Dimension: 238 x 159 x 30 (mm)\n
ISBN-13: 9783319982816\n
Edition number: 1st ed. 2018\n

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