Analysis of Economic Data 3e
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More About This Title Analysis of Economic Data 3e
English
Gary Koop is Professor of Economics at the University of Strathclyde. He previously held professorial positions at the Universities of Toronto, Edinburgh, Glasgow and Leicester. He has also held academic posts at the University of Cambridge, the London School of Economics, Boston University and Queen's University, Canada. Gary is the associate editor of the Journal of Econometrics, Econometrics Reviews, the Journal of Empirical Finance, Studies in Nonlinear Dynamics and Econometrics and the Journal of Applied Econometrics. He is the author of: Introduction to Econometrics, Bayesian Econometrics and Analysis of Financial Data, all of which are published by Wiley.
English
Preface to third edition.
Preface to second edition.
Preface to first edition.
Chapter 1 Introduction.
Chapter 2 Basic Data Handling.
Chapter 3 Correlation.
Chapter 4 An Introduction to Simple Regression.
Chapter 5 Statistical Aspects of Regression.
Chapter 6 Multiple Regression.
Chapter 7 Regression with Dummy Variables.
Chapter 8 Regression with Time Lags: Distributed Lag Models.
Chapter 9 Univariate Time Series Analysis.
Chapter 10 Regression with Time Series Variables.
Chapter 11 Applications of Time Series Methods in Macroeconomics and Finance.
Chapter 12 Limitations and Extensions.
Appendix A.
Appendix B.
Index.
