Description
- 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
Author: Daniel Brunner, Florian Heiss
Publisher: Independently Published
Published: 05/25/2020
Pages: 430
Binding Type: Paperback
Weight: 1.87lbs
Size: 10.00h x 8.00w x 0.87d
ISBN13: 9798648436763
BISAC Categories:
- Business & Economics | Econometrics
This title is not returnable