Applied Econometrics

A Practical Guide

Chung-ki Min author

Format:Hardback

Publisher:Taylor & Francis Ltd

Published:26th Feb '19

Should be back in stock very soon

This hardback is available in another edition too:

Applied Econometrics cover

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics:

  • Endogeneity and Two-stage Least Squares
  • Simultaneous Equations Models
  • Panel Data Models
  • Qualitative and Limited Dependent Variable Models
  • Vector Autoregressive (VAR) Models
  • Autocorrelation and ARCH/GARCH Models
  • Unit Root and Cointegration

The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.'— Professor In Choi, Department of Economics, Sogang University, Korea

'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' — Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University, Australia


'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.'— Professor In Choi, Department of Economics, Sogang University, Korea

'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' — Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University

ISBN: 9780367110321

Dimensions: unknown

Weight: 660g

312 pages