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Principles of econometrics

Author: Rufus Carter Hill; William E Griffiths; Guay C Lim
Publisher: Chichester : Wiley, 2008.
Edition/Format:   Print book : English : 3. ed
Summary:

Principles of Econometrics clearly shows readers why econometrics is necessary and provides them with the ability to utilize basic econometric tools. They'll learn how to apply these tools to  Read more...

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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Rufus Carter Hill; William E Griffiths; Guay C Lim
ISBN: 9780471723608 0471723606
OCLC Number: 263419458
Description: 580 S
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: Nonlinear Relationships. Chapter 8: Heteroskedasticity. Chapter 9: Dynamic Models, Autocorrelation and Forecasting. Chapter 10: Random Regressors and Moment Based Estimation. Chapter 11: Simultaneous Equations Models. Chapter 12: Nonstationary Time-Series Data and Cointegration. Chapter 13: VEC and VAR Models: An Introduction to Macroeconometrics. Chapter 14: Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics. Chapter 15: Panel Data Models. Chapter 16: Qualitative and Limited Dependent Variable Models. Chapter 17: Writing an Empirical Research Report, and Sources of Economic Data. Appendix A: Review of Math Essentials. Appendix B: Review of Probability Concepts. Appendix C: Review of Statistical Inference. Appendix D: Solutions to Selected Exercises. Appendix E: Tables. Index.
Responsibility: R. Carter Hill ; William E. Griffiths ; Guay C. Lim.

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