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Running Regressions: A Practical Guide to Quantitative Research in Economics, Finance and Development Studies

Running Regressions: A Practical Guide to Quantitative Research in Economics, Finance and Development Studies

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Michelle C. Baddeley
Cambridge University Press, 5/28/2009
EAN 9780521603089, ISBN10: 0521603080

Paperback, 310 pages, 24.7 x 17.4 x 1.8 cm
Language: English

Running Regressions introduces first-year social science undergraduates, particularly those studying economics and business, to the practical aspects of simple regression analysis, without adopting an esoteric, mathematical approach. It shows that statistical analysis can be simultaneously straightforward, useful and interesting, and can deal with topical, real-world issues. Each chapter introduces an economic theory or idea by relating it to an issue of topical interest, and explains how data and econometric analysis can be used to test it. The book can be used as a self-standing text or to supplement conventional econometric texts. It is also ideally suited as a guide to essays and project work.

List of figures
List of tables
List of boxes
List of acronyms
How to use this book
Part I. Simple Regression and Data Analysis
1. An introduction to ordinary least squares
2. Running simple regressions
global poverty and growth
3. Using logs and estimating elasticities
demand for air travel
4. Hypothesis testing
health expenditures and the quality of life
Part II. Multiple Regression and Diagnostic Testing
5. Multiple regression analysis
housing demand in the UK
6. Heteroscedasticity
R&D, innovation and economic performance
7. Autocorrelation
tourism and the environment
8. Model misspecification
Tobin's q and investment in the USA
Part III. Time Series Econometrics
9. Structural breaks, non-stationarity and spurious regressions
venture capital and computing investment in the USA
10. Error correction models AND cointegration
consumption and the multiplier in the UK
Part IV. Advanced Topics
11. Panel estimation
divorce and income
12. Binary dependent variables
war and poverty
Index.