Using Python for Introductory Econometrics - Couverture souple

Heiss, Florian; Brunner, Daniel

Couverture souple

ISBN 13 : 9798648436763

Editeur : 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

Détails de l'édition

• Éditeur: Independently published
• Date d'édition: 2020
• ISBN 13: 9798648436763
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 428
• Coordonnées du fabricant: non disponible