Applied Econometrics Paperback – 12 October 2015

by S. Asteriou, D.; Hall (Author)

4.5 16 ratings

Edition: 3^rd

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Applied Econometrics
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This textbook offers a unique blend of theory and practical application. Taking students from a basic level up to an advanced understanding in an intuitive, step-by-step fashion, it provides perfect preparation for doing applied econometric work. Economic tests and methods of estimation are presented clearly, and practical guidance on using several types of software packages is given. Real world data is used throughout and emphasis is given to the interpretation of the results, and the conclusions to be drawn from them in econometric work.

This book will be core reading for undergraduate and Master’s students on an Economics or Finance degree, who take a course in applied econometrics. Its practical nature makes it perfect for modules requiring a research project.

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ISBN-10

1137415460
ISBN-13

978-1137415462
Edition

3rd
Publisher

Palgrave UK Print
Publication date

12 October 2015
Language

English
Dimensions

18.97 x 2.77 x 24.69 cm
Print length

552 pages
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Product description

Review

'Asteriou and Hall combine an excellent treatment of econometric theory with accessible guides to multiple statistical software packages; a rare combination in today's market.' Douglas Webber, Temple University, USA 'This book strikes a perfect balance between theoretical discussion and practical application, expressing quite abstract ideas in a transparent and easy-to-understand way - all of which are vital for anyone learning econometrics.' Kavita Sirichand, Loughborough University, UK 'This new edition provides a crisp and clear exposition, going from basic concepts to advanced topics. An excellent book that will be essential reading for intermediate and more advanced undergraduate as well as graduate students with a serious interest in empirical methods in economics.' Brian Henry, Visiting Research Fellow at the NIESR, United Kingdom 'If you are looking for a fast track towards being able to do applied econometric work, this textbook is the ideal solution.' Reinhard Neck, University of Klagenfurt, Austria 'Asteriou and Hall provide an exceptional and accessible introduction to modern econometrics. The book is organized in a way that provides a natural progression of the major subjects in the field, embellished with real-world data applications. A key innovation is the step-by-step presentation of statistical tests that are used to interpret results and draw conclusions. The book is to be ranked with the best introductory econometrics texts.' George S. Tavlas, Member: Monetary Policy Council, Bank of Greece

From the Back Cover

The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them.

Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'.

Applied Econometrics third edition includes:
• Thorough updates of all material in the book
• More finance applications
• A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters

This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.

About the Author

Dimitrios Asteriou is a Professor in Quantitative Methods at the Hellenic Open University, Greece. previously he was employed as a Lecturer at the University of Reading, UK, and as a Senior Lecturer at City University, London, UK. He has published more than 50 academic research papers in peer-reviewed journals and has served as the Secretary General of the European Economics and Finance Society. He has several years of teaching experience at undergraduate and postgraduate level. His research interests lie in the area of applied econometrics with an emphasis on financial econometrics and economic growth. He has published papers in journals such as Energy Economics, Review of Economic Development, Scottish Journal of Political Economy, Economic Modelling, International Journal of Finance and Economics, Applied Financial Economics, Journal of Policy Modelling, Regional Studies etc.

Stephen Hall has worked extensively in the areas of econometrics and macro economic modelling. He began his career at the National Institute of Economic and Social Research, London, where he worked on the development of the UK model and a range of methodological and econometric issues. He then moved to the Bank of England as an Economic Advisor for 4 years where he continued working in the area of econometrics and modelling. He then became Director of Research and Professorial Fellow at the Centre for Economic Forecasting at London Business School where he was in charge of the development of the LBS UK model. He then moved to be Professor of Economics at Imperial College, London, and in 2005 he took up his current post as Professor of Economics at the University of Leicester, UK, where he is currently deputy Pro Vice Chancellor. He has published 6 books, and over 250 articles on economic modelling, applied econometrics and forecasting. His editorial and other activities include being, editor of Economic Modelling, an executive Committee member of the United Nations Project Link and on the editorial board of a number of journals. He holds an honorary doctorate from the University of Pretoria, South Africa, and is a fellow of the African Econometric Society and an honorary member of the Romanian Academy of Science.

Product details

Publisher ‏ : ‎ Palgrave UK Print; 3rd edition (12 October 2015)
Language ‏ : ‎ English
Paperback ‏ : ‎ 552 pages
ISBN-10 ‏ : ‎ 1137415460
ISBN-13 ‏ : ‎ 978-1137415462
Dimensions ‏ : ‎ 18.97 x 2.77 x 24.69 cm

Best Sellers Rank: 413,426 in Books (See Top 100 in Books)
- 145 in Accounting Textbooks
- 321 in Financial Accounting (Books)
- 327 in Business Finance Textbooks

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AFM KAMRUL HASSAN

Excellent!!

Reviewed in Australia on 15 July 2021

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The book arrived on time in excellent condition.

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Aliasuddin

I like this book

Reviewed in the United States on 4 April 2018

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I bought this book twice, second edition and this third edition. I like this book. I hope I can buy the next editions. Thanks for the book.

Daniela

Perfetto!!

Reviewed in Italy on 8 February 2020

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Veloce e perfettamente ciò che cercavo, anzi è arrivato nella ultima edizione disponibile e nuovissimo. Ottimi i tempi di consegna in tre giorni lavorativi considerando la provenienza UK.

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cem

best for introductory level

Reviewed in the United Kingdom on 3 February 2017

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I wish I had this book while I was studying at bachelor. Every subject is explained very clearly. This book is perfect for introductory level. All data are available on the web.

Nicholas Cudjoe

Four Stars

Reviewed in the United States on 5 February 2018

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The stuff in the book really met my academics requirements. Almost all I needed is found in this book.

C. Annibal

Three Stars

Reviewed in the United States on 2 May 2016

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Fine book.

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Applied Econometrics Paperback – 12 October 2015

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