Analysis of Economic Data

From the Back Cover:

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. Analysis of Economic Data 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. 

New content includes:

• More empirical examples, including more empirical project topics.
• New material on financial volatility, including ARCH and GARCH models.
• Extensive use of real data examples and involves readers in hands-on computer work.

The new edition is accompanied by a website www.wileyeurope.com/college/koop containing information for instructors and students, including datasets, PowerPoint slides, sample exam questions and answer sheets for problems in the book.

About the Author:

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.

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