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Introductory Econometrics

Introductory Econometrics
Using Monte Carlo Simulation with Microsoft Excel

$95.00

textbook
  • Date Published: December 2005
  • availability: Available
  • format: Hardback
  • isbn: 9780521843195

$95.00
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About the Authors
  • This highly accessible and innovative text (and accompanying website: www.wabash.edu/econometrics) uses Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run monte Carlo simulations in which they repeatedly sample from artificial data sets in order to understand the data generating process and sampling distribution. 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.

    • Active learning with highly accessible introductory text using computers and web site support rather than passive reading
    • Well-prepared Excel (R) workbooks enable easy Monte Carlo simulation and other analyses
    Read more

    Reviews & endorsements

    "Barreto and Howland have taken a truly innovative approach to teach undergraduate econometrics, using computer simulation methods to illustrate and clarify difficult topics. Fully integrated with Microsoft Excel, this textbook forces students to take a hands-on approach to the subject. There is no better way to learn econometrics than by doing econometrics!"
    Jason Abrevaya, Purdue University

    "Barreto and Howland have done an excellent job of producing an introductory econometric textbook based on Excel software combined with a well written and applied intuitive approach to econometrics. In my opinion, their teaching philosophy is absolutely the correct method: Put the student in front of a computer and teach econometrics by doing econometrics"
    Daniel V. Gordon, University of Calgary

    "Humberto and Barreto have written a worthwhile and unique textbook on introductory econometrics. I was initially skeptical that Excel and Monte Carlo simulation could be integrated coherently, but the authors execute it well. This book has many positives, including accessibility, potential to engage some students who otherwise might not be interested and likelihood of students finishing with a strong understanding of sampling distributions and linear regression...instructors should consider this progressive textbook for their undergraduate econometrics course."
    Ryan E. Wiegand, Journal of the American Statistical Association

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    Product details

    • Date Published: December 2005
    • format: Hardback
    • isbn: 9780521843195
    • length: 800 pages
    • dimensions: 254 x 178 x 43 mm
    • weight: 1.59kg
    • contains: 4 tables
    • availability: Available
  • Table of Contents

    1. Introduction
    Part I. Description:
    2. Correlation
    3. Pivot tables
    4. Computing regression
    5. Interpreting regression
    6. Functional form
    7. Multivariate regression
    8. Dummy variables
    Part II. Inference:
    9. Monte Carlo simulation
    10. Inferential statistics review
    11. Measurement box model
    12. Comparing two populations
    13. The classical econometric model
    14. The Gauss Markov theorem
    15. Understanding the standard error
    16. Hypothesis testing and confidence intervals
    17. F tests
    18. Omitted variable bias
    19. Heteroskedasticity
    20. Autocorrelation
    21. The series topics
    22. Dummy dependent variables
    23. Bootstrap
    24. Simultaneous equations.

  • Authors

    Humberto Barreto, Wabash College, Indiana
    fm.author_biographical_note1

    Frank Howland, Wabash College, Indiana
    fm.author_biographical_note2

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