Applied Econometrics

Chung-ki Min is Professor of Economics at Hankuk University of Foreign Studies, Seoul, South Korea.

'This book provides an intuitive and easy-to-access introduction to econometrics. A variety of topics of econometrics suitable for undergraduate students are discussed in the book along with stimulating examples and computer codes. This book certainly deserves a high recommendation for undergraduate students.' — Professor In Choi, Department of Economics, Sogang University, Korea'The book provides a clear introduction to applied econometrics and is recommended for someone who wants a grounding in basic econometrics. Prof Min is to be congratulated on the simple but effective way in which he presents his ideas.' — Ferdinand A. Gul, Alfred Deakin Professor, Department of Accounting, Faculty of Business and Law, Deakin University, Australia

• 1. Review of Estimation and Hypothesis Tests 2. Simple Linear Regression Models 3. Multiple Linear Regression Models 4. Dummy Explanatory Variables 5. More on Multiple Regression Analysis 6. Endogeneity and Two-Stage Least Squares Estimation 7. Models for Panel Data 8. Simultaneous Equations Models 9. Vector Autoregressive (VAR) Models 10. Autocorrelation and ARCH/GARCH 11. Unit Root, Cointegration and Error Correction Model 12. Qualitative and Limited Dependent Variable Models