Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R - Softcover

Karlsen Kivedal, Bjørnar

Softcover

ISBN 10: 3031531418 ISBN 13: 9783031531415

Publisher: Palgrave Macmillan, 2024

Synopsis

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using statistical software and the tools for econometric analysis in one self-contained resource.

Taking a concise, non-technical approach, the book covers topics including simple regression and hypothesis testing, multiple regression with control variables and isolating effects, instrumental variables, dummy variables, non-linear effects, probability models, heteroskedasticity, time series analysis, and other applied statistical tools such as t-tests and chi squared tests. The book uses small data sets to easily facilitate students’ transition from manual statistical calculations to using and understanding statistical software, including step-by-step examples of regression analysis, as well as additional chapters to aid with econometric notation and mathematical prerequisites, and accompanying online exercises and data sets. This book will be a valuable resource for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in business administration and other fields of study in social sciences utilising quantitative methods. Graduate students may also benefit from the book.

About this title

About the Author

Bjørnar Karlsen Kivedal is a Professor at the Faculty of Computer Science, Engineering and Economics at Østfold University College, Norway. He has over 15 years' experience of teaching statistics, mathematics and econometrics. He is also a researcher at Housing Lab at Oslo Metropolitan University.

From the Back Cover

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using statistical software and the tools for econometric analysis in one self-contained resource.

Taking a concise, non-technical approach, the book covers topics including simple regression and hypothesis testing, multiple regression with control variables and isolating effects, instrumental variables, dummy variables, non-linear effects, probability models, heteroskedasticity, time series analysis, and other applied statistical tools such as t-tests and chi squared tests. The book uses small data sets to easily facilitate students’ transition from manual statistical calculations to using and understanding statistical software, including step-by-step examples of regression analysis, as well as additional chapters to aid with econometric notation and mathematical prerequisites, and accompanying online exercises and data sets. This book will be a valuable resource for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in business administration and other fields of study in social sciences utilising quantitative methods. Graduate students may also benefit from the book.

Bjørnar Karlsen Kivedal is a Professor at the Faculty of Computer Science, Engineering and Economics at Østfold University College, Norway. He has over 15 years' experience of teaching statistics, mathematics and econometrics. He is also a researcher at Housing Lab at Oslo Metropolitan University.

Edition details

• Publisher: Palgrave Macmillan
• Publication date: 2024
• Language: English
• ISBN 10: 3031531418
• ISBN 13: 9783031531415
• Binding: Paperback
• Number of pages: 264