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Econometric models and economic forecasts

Author: Robert S Pindyck; Daniel L Rubinfeld
Publisher: [Singapore] ; Boston, Mass. : Irwin/McGraw-Hill, ©1998.
Edition/Format:   Print book : English : 4th ed., International edView all editions and formats
Summary:
This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.
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Document Type: Book
All Authors / Contributors: Robert S Pindyck; Daniel L Rubinfeld
ISBN: 0078480434 9780078480430 0071158367 9780071158367 0070502080 9780070502086 0071188312 9780071188319 0079132928 9780079132925
OCLC Number: 222739738
Description: xx, 634 pages : illustrations ; 25 cm + 1 computer disc (3 1/2 in.)
Details: System requirements for accompanying computer disk: IBM PC; Microsoft Windows 3.1 or higher.
Contents: The basics of regression analysis; introduction to the regression model; elementary statistics; the two-variable regression model; the multiple regression model; using the multiple regression model; serial correlation and heterosedasticity; instrumental variables and model specification; forecasting with single-equation regression model; risk analysis in investment decision; business valuation and corporate restructuring.
Responsibility: Robert S. Pindyck, Daniel L. Rubinfeld.

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This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical  Read more...

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