Using Python for Introductory Econometrics - Softcover

Heiss, Florian; Brunner, Daniel

 
9798648436763: Using Python for Introductory Econometrics
Softcover
ISBN 13: 9798648436763
Publisher: Independently published, 2020

Synopsis

  • Introduces the popular, powerful and free programming language and software package Python
  • Focus: implementation of standard tools and methods used in econometrics
  • Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
  • Companion website with full text, all code for download and other goodies

Topics:

  • A gentle introduction to Python
  • Simple and multiple regression in matrix form and using black box routines
  • Inference in small samples and asymptotics
  • Monte Carlo simulations
  • Heteroscedasticity
  • Time series regression
  • Pooled cross-sections and panel data
  • Instrumental variables and two-stage least squares
  • Simultaneous equation models
  • Limited dependent variables: binary, count data, censoring, truncation, and sample selection
  • Formatted reports using Jupyter Notebooks

"synopsis" may belong to another edition of this title.

Publisher
Independently published
Publication date
2020
Language
English
ISBN 13 
9798648436763
Binding
Paperback
Number of pages
428