Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
- ISBN-10
- 1139447823
- ISBN-13
- 9781139447829
- Series
- Introductory Econometrics
- Category
- Business & Economics
- Pages
- 798
- Language
- English
- Published
- 2005-12-26
- Publisher
- Cambridge University Press
- Authors
- Humberto Barreto, Frank Howland
Description
This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.
Get the book
Other editions
-
- 2006
- 774 pages
- Paperback
- Cambridge University Press
-
- 2016-10-24
- 455 pages
- Paperback
- Cengage AU
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