CLCF22
LanguageENG
PublishYear2015
publishCompany
Wiley
EISBN
9781119111887
PISBN
9780470873724
edition
Fourth edition.
- Product Details
- Contents
Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.
- Cover
- Title Page
- Copyright
- Brief Contents
- Preface
- Contents
- Chapter 1 An Introduction to Econometrics
- Chapter 2 The Simple Linear Regression Model
- Chapter 3 Interval Estimation and Hypothesis Testing
- Chapter 4 Prediction, Goodness-of-Fit, and Modeling Issues
- Chapter 5 The Multiple Regression Model
- Chapter 6 Further Inference in the Multiple Regression Model
- Chapter 7 Using Indicator Variables
- Chapter 8 Heteroskedasticity
- Chapter 9 Regression with Time-Series Data: Stationary Variables
- Chapter 10 Random Regressors and Moment-Based Estimation
- Chapter 11 Simultaneous Equations Models
- Chapter 12 Regression with Time-Series Data: Nonstationary Variables
- Chapter 13 Vector Error Correction and Vector Autoregressive Models
- Chapter 14 Time-Varying Volatility and ARCH Models
- Chapter 15 Panel Data Models
- Chapter 16 Qualitative and Limited Dependent Variable Models
- Appendix A Mathematical Tools
- Appendix B Probability Concepts
- Appendix C Review of Statistical Inference
- Appendix D
- Index
Collected by
- University of Cambridge
- University of Oxford