Theoretical and Empirical Exercises in Econometrics (Paperback) (ISBN-13: 9789766404086)

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, aggregation 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.

Author: Nlandu Mamingi
ISBN-10: 9766404089
ISBN-13: 9789766404086
Publisher: University of the West Indies Press
Language: English
Published: 04/30/2013
Pages: 289
Format: Paperback
Weight: 1.19lbs
Size: 10.00h x 7.01w x 0.65d