Instead of relying on complex theoretical discussions or mathematics, Econometrics by Example shows you how econometrics works in practice by walking you through numerous real-life examples step by step.
The book features:
a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more
a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics
coverage of modern topics such as instrumental variables and panel data
extensive use of Stata and EViews statistical packages with reproductions of their output
an appendix discussing the basic concepts of statistics
The second edition has been fully revised and updated and includes:
Brand new chapters on quantile regression modeling and multivariate regression models. Two further chapters on hierarchical linear regression models and bootstrapping are available on this website.
