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Principles of Econometrics
R. Carter Hill (Author), William E. Griffiths (Author), Guay C. Lim (Author)
9781119510567, Wiley
Paperback / softback, published 23 February 2018
912 pages
25.4 x 20.3 x 3.6 cm, 1.616 kg
Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.
PREFACE LIST OF EXAMPLES 1 An Introduction to Econometrics Probability Primer 2 The Simple Linear Regression Model 3 Interval Estimation and Hypothesis Testing 4 Prediction, Goodness-of-Fit, and Modeling Issues 5 The Multiple Regression Model 6 Further Inference in the Multiple Regression Model 7 Using Indicator Variables 8 Heteroskedasticity 9 Regression with Time-Series Data: Stationary Variables 10 Endogenous Regressors and Moment-Based Estimation 11 Simultaneous Equations Models 12 Regression with Time-Series Data: Nonstationary Variables 13 Vector Error Correction and Vector Autoregressive Models 14 Time-Varying Volatility and ARCH Models 15 Panel Data Models 16 Qualitative and Limited Dependent Variable Models APPENDIX A Mathematical Tools APPENDIX B Probability Concepts APPENDIX C Review of Statistical Inference APPENDIXD Statistical Tables INDEX
Subject Areas: Economics [KC]
