Principles of Econometrics

Name: Principles of Econometrics
Price: 30.53 USD
Availability: InStock
ISBN: 9780470626733

ISBN-10: 0470626739

ISBN-13: 9780470626733

Edition: 4th 2012

Authors: R. Carter Hill, R. Carter Hill, William E. Griffiths, Guay C. Lim

List price: $163.95

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Description:

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 been thoroughly updated to reflect the current state of economic and financial markets. New discussions are presented on Kennel Density Fitting and the analysis of treatment effects. A new summary of probability and statistics has been added. In addition, numerous new end-of-chapter questions and problems have been integrated throughout the chapters. This will help finance professionals apply basic econometric tools to modeling, estimation, inference, and forecasting through real world problems.

Book details

List price: $163.95
Edition: 4th
Copyright year: 2012
Publisher: John Wiley & Sons, Incorporated
Publication date: 12/28/2010
Binding: Hardcover
Pages: 784
Size: 7.25" wide x 10.25" long x 1.25" tall
Weight: 3.146
Language: English




An Introduction to Econometrics


A Probability Primer



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



Mathematical Tools



Probability Concepts



Review of Statistical Inference