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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.
| ISBN | 0471723606 | | Pages | 608 | | ISBN13 | 9780471723608
(What's this?) | | Volumes | 1 | | Publisher | John Wiley & Sons Inc | | Weight (grammes) | 1112 | | Imprint | John Wiley & Sons Inc | | Published in | New York | | Format | Hardback | | Height (mm) | 263 | | Publication date | 15 Aug 2008 | | Width (mm) | 187 | | Library of Congress | HB139 | | Spine width (mm) | 28 | | DEWEY | 330.015195 | | Academic level | Professional / Scholarly | | DEWEY edition | DC22 | | Alternative ISBN | 9780470237076 |
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| Ch. 1 | | An Introduction to Econometrics | | 1 | | Ch. 2 | | The Simple Linear Regression Model | | 8 | | Ch. 3 | | Interval Estimation and Hypothesis Testing | | 48 | | Ch. 4 | | Prediction, Goodness-of-Fit, and Modeling Issues | | 75 | | Ch. 5 | | The Multiple Regression Model | | 105 | | Ch. 6 | | Further Inference in the Multiple Regression Model | | 134 | | Ch. 7 | | Nonlinear Relationships | | 166 | | Ch. 8 | | Heteroskedasticity | | 197 | | Ch. 9 | | Dynamic Models, Autocorrelation and Forecasting | | 226 | | Ch. 10 | | Random Regressors and Moment Based Estimation | | 268 | | Ch. 11 | | Simultaneous Equations Models | | 303 | | Ch. 12 | | Nonstationary Time-Series Data and Cointegration | | 325 | | Ch. 13 | | VEC and VAR Models: An Introduction to Macroeconometrics | | 346 | | Ch. 14 | | Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics | | 363 | | Ch. 15 | | Panel Data Models | | 382 | | Ch. 16 | | Qualitative and Limited Dependent Variable Models | | 417 | | Ch. 17 | | Writing an Empirical Research Report, and Sources of Economic Data | | 457 | | App. A | | Review of Math Essentials | | 463 | | App. B | | Review of Probability Concepts | | 478 | | App. C | | Review of Statistical Inference | | 501 | | App. D | | Answers to Selected Exercises | | 548 | | App. E | | Tables | | 572 | | | | Index | | 577 |
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