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Principles of econometrics

Author: R Carter Hill; William E Griffiths; Guay C Lim
Publisher: Hoboken, NJ : Wiley, ©2012, [i.e. 2011]
Edition/Format:   Print book : English : 4th ed., International student versionView all editions and formats
Summary:

Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has  Read more...

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Genre/Form: Leermiddelen (vorm)
Document Type: Book
All Authors / Contributors: R Carter Hill; William E Griffiths; Guay C Lim
ISBN: 9780470626733 0470626739 9780470873724 0470873728
OCLC Number: 738402692
Description: xxvi, 758 p. : illustrations ; 26 cm
Contents: An introduction to econometrics --
The simple linear regression model --
Interval estimation and hypothesis testing --
Prediction, goodness-of-fit and modeling issues --
The multiple regression model --
Further inference in the multiple regression model --
Using indicator variables --
Heteroskedasticity --
Regression with time series data: stationary variables --
Random regressors and moment based estimation --
Simultaneous equations models --
Regression with time series data: nonstationary variables --
Vector error correction and vector autoregressive models --
Time-varying volatility and ARCH models --
Panel data models --
Qualitative and limited dependent variable models.
Responsibility: by R. Carter Hill, William E. Griffiths, Guay C. Lim.

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