An edition of Principles of econometrics (2011)

Principles of econometrics

4th ed.
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Last edited by MARC Bot
November 14, 2020 | History
An edition of Principles of econometrics (2011)

Principles of econometrics

4th ed.
  • 0 Ratings
  • 4 Want to read
  • 1 Currently reading
  • 0 Have read

"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."--

Publish Date
Publisher
Wiley
Language
English
Pages
758

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Previews available in: English

Edition Availability
Cover of: Principles of econometrics
Principles of econometrics
2011, Wiley
in English - 4th ed.

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Book Details


Table of Contents

Machine generated contents note: Chapter 1 An Introduction to Econometrics.
A Probability Primer.
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 Using Indicator Variables.
Chapter 8 Heteroskedasticity.
Chapter 9 Regression with Time Series Data: Stationary Variables.
Chapter 10 Random Regressors and Moment Based Estimation.
Chapter 11 Simultaneous Equations Models.
Chapter 12 Regression with Time Series Data: Nonstationary Variables.
Chapter 13 Vector Error Correction and Vector Autoregressive Models.
Chapter 14 Time-Varying Volatility and ARCH Models.
Chapter 15 Panel Data Models.
Chapter 16 Qualitative and Limited Dependent Variable Models.
Appendix A Mathematical Tools.
Appendix B Probability Concepts.
Appendix C Review of Statistical Inference.

Edition Notes

Includes bibliographical references and index.

Published in
Hoboken, NJ

Classifications

Dewey Decimal Class
330.01/5195
Library of Congress
HB139 .H548 2011, HB139.H548 2011

The Physical Object

Pagination
xxvi, 758 p. :
Number of pages
758

ID Numbers

Open Library
OL25016398M
Internet Archive
principleseconom00hill
ISBN 10
0470626739
ISBN 13
9780470626733
LCCN
2010043316
OCLC/WorldCat
656452679

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History

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November 14, 2020 Edited by MARC Bot import existing book
October 21, 2011 Created by LC Bot import new book