The goal of this book is to facilitate both teaching
of applied econometrics, particularly in undergraduate
and Master courses, and learning by
students and, more generally, by those concerned with
a formal measurement of economic events. The task
requires combining statistics, economics and computer
science in the right proportions.
Statistics is needed for a correct formulation of the
problem and interpretation of the results, so the statistical
content of this book is rigorous but limited to what
is strictly necessary. All theoretical concepts are then
illustrated empirically, with examples that use either
simulated data or actual data on economic variables.
The examples in this text are based on EViews.