Recommended Reading List |
Amemiya, Takeshi. (1985). Advanced Econometrics. Cambridge, MA: Harvard University Press.Baltagi, B.H. (2001). Econometric Analysis of Panel Data, 2nd ed., Wiley.Blaug, M. 1992. The Methodology of Economics, 2nd ed., Cambridge: Cambridge University Press.Frankforth-Nachminas, C. and D. Nachmias. 1996. Research Methods in Social Sciences, 5th ed., London: St. Martin’s Press.Greene, William H. (2003). Econometric Analysis. Fifth ed. Prentice Hall.Gujarati, Damodar N. (2001), Temel Ekonometri, çevirenler Ümit Şenesen, Gülay Günlük Şenesen, 2. bs., İstanbul : Literatür Yayıncılık.Johnston, Jack and John Dinardo (1997). Econometric Methods. Fourth ed. Mc-Graw Hill.Kohler, H. 1994. Statistics for Business and Economics, 3rd ed., New York: Harper Collins College Publishers. Maddala, G.S. (1983). Limited-Dependent and Qualitative Variables in Econometrics. Cambridge.Maddala, G. S. (2001), Introduction to Econometrics, Third Edition, West Sussex: John Wiley & Sons Ltd.Wooldridge, J.M. (2000). Introductory Econometrics: A Modern Approach. South-Western.Wooldridge, J.M. (2002). Econometric Analysis of Cross-Section and Panel Data. MIT Press.Wikipedia: The Free Encyclopedia, http://en.wikipedia.org/wiki/Main_Page |
Catalog Content |
Basic concepts; Introduction to STATA and basic commands; Two variable regression analysis: Estimation, hypothesis testing, interpretation of the model; Multiple regression analysis: Estimation, hypothesis testing and inference, restricted regression model, model selection; Business applications; Econometric modeling: Traditional view of econometric modeling, model specification errors, measurement errors, alternative econometric methodologies; Business applications; Limited dependent variables models: Linear probability models, Probit, Logit, Tobit; Business applications; Panel data regression models: Fixed and random effects, dynamic panel data modelling. |