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Principles of Econometrics

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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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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.
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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
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