Principles of Econometrics

Name: Principles of Econometrics
Price: 5.7 USD
Availability: InStock
ISBN: 9780471723608

ISBN-10: 0471723606

ISBN-13: 9780471723608

Edition: 3rd 2008

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

List price: $210.95

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Description:

Undergraduate 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 estimation, inference, and forecasting in the context of real world economic problems. In order to make concepts more accessible, it also offers lucid descriptions of techniques as well as appropriate applications to today's situations. Along the way, readers will find introductions to simple economic models and questions to enhance critical thinking.

Book details

List price: $210.95
Edition: 3rd
Copyright year: 2008
Publisher: John Wiley & Sons, Incorporated
Publication date: 11/27/2007
Binding: Hardcover
Pages: 608
Size: 7.00" wide x 10.00" long x 1.00" tall
Weight: 2.398
Language: English




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



Nonlinear Relationships



Heteroskedasticity



Dynamic Models, Autocorrelation and Forecasting



Random Regressors and Moment Based Estimation



Simultaneous Equations Models



Nonstationary Time-Series Data and Cointegration



Vector Error Correction and Vector Autoregressive Models: An Introduction to Macroeconometrics



Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics



Panel Data Models



Qualitative and Limited Dependent Variable Models



Writing an Empirical Research Report, and Sources of Economic Data



Review of Math Essentials



Review of Probability Concepts



Review of Statistical Inference



Solutions to Selected Exercises



Tables