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Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'.
Applied Econometrics third edition includes:
• Thorough updates of all material in the book
• More finance applications
• A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters
This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.
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