Theoretical and Empirical Exercises in Econometrics - Softcover

Nlandu Mamingi (author)

Softcover

ISBN 10: 9766404089 ISBN 13: 9789766404086

Publisher: The University of the West Indies Press, 2013

Synopsis

This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book.

It includes the following topics:

• 
  Single equation regressions
• Dummy and limited dependent variable models
• Simultaneous equations models
• Dynamic regression models
• Unit roots
• Cointegration and error correction models
• ggregation over time issues
• Forecasting and panel data models

The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.

About this title

About the Author

Nlandu Mamingi is Senior Lecturer, Department of Economics, University of the West Indies, Barbados. He received his PhD from the State University of New York, Albany, and has taught in the Democratic Republic of Congo and has worked for the World Bank. He is also a published poet.

Edition details

• Publisher: The University of the West Indies Press
• Publication date: 2013
• Language: English
• ISBN 10: 9766404089
• ISBN 13: 9789766404086
• Binding: Paperback
• Number of pages: 289