Principles of Econometrics, 4th Edition

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  • Edition: 4th
  • Format: Hardcover
  • Copyright: 2011-01-01
  • Publisher: Wiley

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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.

Table of Contents

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
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
Table of Contents provided by Publisher. All Rights Reserved.

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Customer Reviews

Very good for learning March 31, 2011
The "Principles of Econometrics" is very good textbook. This textbook should read students which starting learn econometric and people which need to know something more about econometric. Also this textbook has got more advanced subject, which are very easy explain. Good point of this textbook is the access to PDF examples which is possible check in the GRETL application. Also, on website of book you find data in excel files.
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Principles of Econometrics, 4th Edition: 4 out of 5 stars based on 1 user reviews.

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