Principles of Econometrics

Principles of Econometrics

3.7 (55 ratings by Goodreads)
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Principles of Econometrics clearly shows why econometrics is necessary and provides you with the ability to utilize basic econometric tools. You'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, the authors offer lucid descriptions of techniques as well as appropriate applications to today's situations. Along the way, you'll find introductions to simple economic models and questions to enhance critical thinking.
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Product details

  • Hardback | 608 pages
  • 185.42 x 256.54 x 27.94mm | 1,043.26g
  • New York, United States
  • English
  • Revised
  • 3rd Revised edition
  • w. num. figs.
  • 0471723606
  • 9780471723608
  • 231,715

Table of contents

Chapter 1: An Introduction to Econometrics. 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: Nonlinear Relationships. Chapter 8: Heteroskedasticity. Chapter 9: Dynamic Models, Autocorrelation and Forecasting. Chapter 10: Random Regressors and Moment Based Estimation. Chapter 11: Simultaneous Equations Models. Chapter 12: Nonstationary Time-Series Data and Cointegration. Chapter 13: VEC and VAR Models: An Introduction to Macroeconometrics. Chapter 14: Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics. Chapter 15: Panel Data Models. Chapter 16: Qualitative and Limited Dependent Variable Models. Chapter 17: Writing an Empirical Research Report, and Sources of Economic Data. Appendix A: Review of Math Essentials. Appendix B: Review of Probability Concepts. Appendix C: Review of Statistical Inference. Appendix D: Solutions to Selected Exercises. Appendix E: Tables. Index.
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55 ratings
3.7 out of 5 stars
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4 44% (24)
3 29% (16)
2 2% (1)
1 5% (3)
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