Introductory Econometrics : Using Monte Carlo Simulation with Microsoft Excel

introductory econometrics : using monte carlo simulation with microsoft excel

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Introductory Econometrics : Using Monte Carlo Simulation with Microsoft Excel

Editorial Reviews
Review
'Hats off to Barreto and Howland for a clearly-written text that introduces the undergraduate to data analysis and econometric techniques using Excel. The book's strength is in using Monte Carlo simulation to illustrate sampling theory and the Gauss Markov theorem. I am in total agreement with the authors that computer-based exercises help to make abstract concepts operations and meaningful. Most juniors and seniors are familiar with the basic features of Excel spreadsheets. Showing them how to use SOLVER, the DATA ANALYSIS TOOLS, and to run Monte Carlo simulations, allows an instructor to take a familiar tool (Excel) and use it to introduce undergraduates to econometrics in an intuitive and non-threatening way.' Jon M. Conrad, Cornell University
'Barreto and Howland have taken a truly innovative approach to teach undergraduate econometrics, using computer simulation methods to illustrate and clarify difficult topics. Fully integrated with Microsoft Excel, this textbook forces students to take a hands-on approach to the subject. There is no better way to learn econometrics than by doing econometrics!' Jason Abrevaya, Purdue University
'Barreto and Howland have done an excellent job of producing an introductory econometric textbook based on Excel software combined with a well written and applied intuitive approach to econometrics. In my opinion, their teaching philosophy is absolutely the correct method: Put the student in front of a computer and teach econometrics by doing econometrics.' Daniel V. Gordon, University of Calgary

Book Description
This highly accessible and innovative text (and accompanying CD-ROM) uses Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run monte Carlo simulations in which they repeatedly sample from artificial data sets in order to understand the data generating process and sampling distribution. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software.

Introductory Econometrics : Using Monte Carlo Simulation with Microsoft Excel

Introductory Econometrics : Using Monte Carlo Simulation with Microsoft Excel,Humberto Barreto,Frank Howland,Cambridge University Press,0521843197,Business & Economics,Business / Economics / Finance,Business/Economics,Data processing,Econometrics,Monte Carlo method,Business & Economics / Econometrics

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