econometrics
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Description
Book Introduction
The 5th edition of Econometrics is an introductory text for undergraduate students in economics and finance, as well as graduate students in various fields such as economics, accounting, marketing, public policy, sociology, law, and political science.
Students will acquire practical knowledge of basic econometrics and be able to apply modeling, estimation, inference, and forecasting techniques to address real-world economic problems.
Readers will also gain an understanding of econometrics that will enable them to critically evaluate the results of others' economic research and modeling, which will serve as a foundation for further research in the field.
Students will acquire practical knowledge of basic econometrics and be able to apply modeling, estimation, inference, and forecasting techniques to address real-world economic problems.
Readers will also gain an understanding of econometrics that will enable them to critically evaluate the results of others' economic research and modeling, which will serve as a foundation for further research in the field.
index
Chapter 0: Fundamentals of Probability Concepts
Chapter 1: Introduction to Econometrics
Chapter 2 Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness-of-Fit, and Modeling
Chapter 5 Multiple Regression Models
Chapter 6: Additional Discussion of Multiple Regression Models
Chapter 7: Using Simulation Variables
Chapter 8 Heteroscedasticity
Chapter 9 Regression Using Time Series Data: Stable Variables
Chapter 10: Estimation Methods Based on Endogenous Explanatory Variables and Moments
Chapter 11: Systems of Equations
Chapter 12 Regression Using Time Series Data: Unstable Variables
Chapter 13 Vector Error Correction (VEC) Model and Vector Autoregression
(VAR) model
Chapter 14: Volatility over Time and the ARCH Model
Chapter 15 Panel Data Model
Chapter 16 Qualitative and Limited Dependent Variable Models
Chapter 1: Introduction to Econometrics
Chapter 2 Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness-of-Fit, and Modeling
Chapter 5 Multiple Regression Models
Chapter 6: Additional Discussion of Multiple Regression Models
Chapter 7: Using Simulation Variables
Chapter 8 Heteroscedasticity
Chapter 9 Regression Using Time Series Data: Stable Variables
Chapter 10: Estimation Methods Based on Endogenous Explanatory Variables and Moments
Chapter 11: Systems of Equations
Chapter 12 Regression Using Time Series Data: Unstable Variables
Chapter 13 Vector Error Correction (VEC) Model and Vector Autoregression
(VAR) model
Chapter 14: Volatility over Time and the ARCH Model
Chapter 15 Panel Data Model
Chapter 16 Qualitative and Limited Dependent Variable Models
GOODS SPECIFICS
- Date of issue: September 1, 2020
- Page count, weight, size: 744 pages | 1,400g | 199*251*40mm
- ISBN13: 9791162262832
- ISBN10: 1162262834
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