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Analysis of Economic Data, 3rd Edition (EHEP000960) cover image
Analysis of Economic Data, 3rd Edition
Gary Koop (University of Strathclyde)
March 2009, ©2009

  • Overview
  • Resources for Instructors
The third edition of Analysis of Economic Data has been fully revised and updated and builds on the successes of the previous two editions.  It teaches methods of data analysis to students whose primary interest is not in econometrics, statistics or mathematics, as well as those who are facing economic data analysis for the first time.

It shows students how to apply econometric techniques in the context of real-world empirical problems.  The book adopts a largely non-mathematical approach relying on verbal and graphical intuition and covers most of the tools used in modern econometrics research e.g. correlation, regression and extensions for time-series methods. 

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Table of Contents
Preface to third edition.

Preface to second edition.

Preface to first edition.

Chapter 1 Introduction.

Chapter 2 Basic Data Handling.

Chapter 3 Correlation.

Chapter 4 An Introduction to Simple Regression.

Chapter 5 Statistical Aspects of Regression.

Chapter 6 Multiple Regression.

Chapter 7 Regression with Dummy Variables.

Chapter 8 Regression with Time Lags: Distributed Lag Models.

Chapter 9 Univariate Time Series Analysis.

Chapter 10 Regression with Time Series Variables.

Chapter 11 Applications of Time Series Methods in Macroeconomics and Finance.

Chapter 12 Limitations and Extensions.

Appendix A.

Appendix B.

Index.

Author Information
Gary Koop is Professor of Economics at the University of Strathclyde. He previously held professorial positions at the Universities of Toronto, Edinburgh, Glasgow and Leicester. He has also held academic posts at the University of Cambridge, the London School of Economics, Boston University and Queen's University, Canada. Gary is the associate editor of the Journal of Econometrics, Econometrics Reviews, the Journal of Empirical Finance, Studies in Nonlinear Dynamics and Econometrics and the Journal of Applied Econometrics. He is the author of: Introduction to Econometrics, Bayesian Econometrics and Analysis of Financial Data, all of which are published by Wiley.
New To This Edition
  • More empirical examples, including more empirical project topics
  • New material on financial volatility, including ARCH and GARCH models, making the book suitable for business and finance courses too
  • Extensive use of real data examples that involve readers in hands-on computer work
Hallmark Features
  • A clear departure from traditional econometric textbooks, relying less on mathematics and more on verbal intuition and graphical methods for understanding.
  • Covers most of the tools and models used in modern econometrics research e.g. correlation, regression and extensions for time-series methods.
  • Contains extensive use of real data examples and involves readers in hands-on computer work.

Available Versions

Analysis of Economic Data, 3rd Edition
by Gary Koop
ISBN 978-0-470-71389-1
March 2009, ©2009
Paperback, 264 pages
US $47.95 Add to Cart
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