Econometrics in theory and practice: analysis of cross section, time series and panel data with stata 15.1

Table of content

Part I Introductory Econometrics
1 Introduction to Econometrics and Statistical Software
Das, Prof. Panchanan
2 Linear Regression Model: Properties and Estimation
Das, Prof. Panchanan
3 Linear Regression Model: Goodness of Fit and Testing of Hypothesis
Das, Prof. Panchanan
4 Linear Regression Model: Relaxing the Classical Assumptions
Das, Prof. Panchanan
5 Analysis of Collinear Data: Multicollinearity
Das, Prof. Panchanan
Part II Advanced Analysis of Cross Section Data
6 Linear Regression Model: Qualitative Variables as Predictors
Das, Prof. Panchanan
7 Limited Dependent Variable Model
Das, Prof. Panchanan
8 Multivariate Analysis
Das, Prof. Panchanan
Part III Analysis of Time Series Data
9 Time Series: Data Generating Process
Das, Prof. Panchanan
10 Stationary Time Series
Das, Prof. Panchanan
11 Nonstationarity, Unit Root and Structural Break
Das, Prof. Panchanan
12 Cointegration, Error Correction and Vector Autoregression
Das, Prof. Panchanan
13 Modelling Volatility Clustering
Das, Prof. Panchanan
14 Time Series Forecasting
Das, Prof. Panchanan
Part IV Analysis of Panel Data
15 Panel Data Analysis: Static Models
Das, Prof. Panchanan
16 Panel Data Static Model: Testing of Hypotheses
Das, Prof. Panchanan
17 Panel Unit Root Test
Das, Prof. Panchanan
18 Dynamic Panel Model
Das, Prof. Panchanan

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software.
The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.

https://www.springer.com/gp/book/9789813290181#aboutBook