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Principles of Econometrics
Taschenbuch von R. Carter Hill
Sprache: Englisch

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Beschreibung
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.
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.
Inhaltsverzeichnis
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
Details
Erscheinungsjahr: 2018
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 904 S.
ISBN-13: 9781119510567
ISBN-10: 1119510562
Sprache: Englisch
Herstellernummer: 1W119510560
Autor: Hill, R. Carter
Auflage: 5. Aufl.
Hersteller: Wiley
Wiley & Sons
Maße: 254 x 203 x 35 mm
Von/Mit: R. Carter Hill
Erscheinungsdatum: 23.02.2018
Gewicht: 1,626 kg
Artikel-ID: 115209528
Inhaltsverzeichnis
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
Details
Erscheinungsjahr: 2018
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Inhalt: 904 S.
ISBN-13: 9781119510567
ISBN-10: 1119510562
Sprache: Englisch
Herstellernummer: 1W119510560
Autor: Hill, R. Carter
Auflage: 5. Aufl.
Hersteller: Wiley
Wiley & Sons
Maße: 254 x 203 x 35 mm
Von/Mit: R. Carter Hill
Erscheinungsdatum: 23.02.2018
Gewicht: 1,626 kg
Artikel-ID: 115209528
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