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Home > Business and Economics > Economics > Econometrics and economic statistics > Ökonometrie in Theorie und Praxis: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1
Ökonometrie in Theorie und Praxis: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1

Ökonometrie in Theorie und Praxis: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1


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About the Book

Dieses Buch führt in die ökonometrische Analyse von Querschnitts-, Zeitreihen- und Paneldaten unter Anwendung statistischer Software ein. Es dient als Grundlagentext für diejenigen, die ökonometrische Analysen in der empirischen Forschung erlernen und anwenden wollen. Das Niveau der Darstellung ist so einfach wie möglich gehalten, um es sowohl für Studenten im Grundstudium als auch für Doktoranden nützlich zu machen. Es enthält mehrere Beispiele mit realen Daten und Stata-Programmen sowie die Interpretation der Ergebnisse. Bei der Diskussion der statistischen Instrumente, die zum Verständnis der empirischen Wirtschaftsforschung erforderlich sind, versucht das Buch, ein Gleichgewicht zwischen Theorie und angewandter Forschung herzustellen. Verschiedene Konzepte und Techniken der ökonometrischen Analyse werden durch sorgfältig entwickelte Beispiele unter Verwendung des statistischen Softwarepakets Stata 15.1 unterstützt, wobei vorausgesetzt wird, dass der Leser mit der Software Strataeinigermaßen vertraut ist.

Table of Contents:
Einführung in die Ökonometrie und statistische Software.- Lineares Regressionsmodell: Eigenschaften und Schätzung.- Lineares Regressionsmodell: Anpassungsgüte und Testen von Hypothesen.- Lineares Regressionsmodell: Lockerung der klassischen Annahmen.- Analyse von kollinearen Daten: Multikollinearität.- Lineares Regressionsmodell: Qualitative Variablen als Prädiktoren.- Modell der begrenzten abhängigen Variable.- Multivariate Analyse.- Zeitreihen: Datengenerierungsprozess.- Stationäre Zeitreihen.- Nichtstationarität, Einheitswurzel und Strukturbruch.- Kointegration, Fehlerkorrektur und Vektorautoregression.- Kointegration, Fehlerkorrektur und Vektorautoregression.- Zeitreihenprognose.

About the Author :
Panchanan Das ist Professor für Wirtschaftswissenschaften und lehrt derzeit Zeitreihen- und Paneldaten-Ökonometrie an der Fakultät für Wirtschaftswissenschaften der Universität Kalkutta. Seine Hauptforschungsgebiete sind Entwicklungsökonomie, indische Wirtschaft und angewandte Makroökonomie. Er hat mehrere Artikel und Buchkapitel über Wachstum, Ungleichheit und Armut veröffentlicht und ist einer der Hauptautoren der Lehrbücher Economics I und Economics II, die von der Oxford University Press, New Delhi, herausgegeben werden. Er war auch einer der Hauptautoren des West Bengal Development Report - 2008, der von der Academic Foundation, New Delhi, in Zusammenarbeit mit der Planungskommission der indischen Regierung veröffentlicht wurde.


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Product Details
  • ISBN-13: 9789819959396
  • Publisher: Springer Verlag, Singapore
  • Publisher Imprint: Springer Verlag, Singapore
  • Height: 235 mm
  • No of Pages: 574
  • Sub Title: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1
  • ISBN-10: 981995939X
  • Publisher Date: 20 Jan 2024
  • Binding: Hardback
  • Language: German
  • Returnable: Y
  • Width: 155 mm


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Ökonometrie in Theorie und Praxis: Analyse von Querschnitt-, Zeitreihen- und Paneldaten mit Stata 15.1
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