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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.
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.
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
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 |
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
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 |
Warnhinweis