Principles of Econometrics, 3rd Edition

รหัสสินค้า: 000702

รายละเอียด:
Principles of Econometrics, 3rd Edition
AUTHOR : R. Carter Hill, William E. Griffiths, Guay C. Lim
ISBN: 978-0-471-72360-8
ปก / จำนวนหน้า : Hardcover / 579 pages
ปีที่พิมพ์ / ครั้งที่พิมพ์ : 3/ 2007


Descriptions :
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.

Table of Contents :
Chapter 1 An Introduction to Econometrics
Chapter 2 The Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness of Fit and Modeling Issues
Chapter 5 The Multiple Regression Model
Chapter 6 Further Inference in the Multiple Regression Model
Chapter 7 Nonlinear Relationships
Chapter 8 Heteroskedasticity
Chapter 9 Dynamic Models, Autocorrelation and Forecasting
Chapter 10 Random Regressors and Moment Based Estimation
Chapter 11 Simultaneous Equations Models
Chapter 12 Nonstationary Time Series Data and Cointegration
Chapter 13 Vector Error Correction and Vector Autoregressive Models: An Introduction to Macroeconometrics
Chapter 14 Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics
Chapter 15 Panel Data Models
Chapter 16 Qualitative and Limited Dependent Variable Models
Chapter 17 Writing an Empirical Research Report, and Sources of Economic Data
Appendix A Review of Math Essentials / Appendix B Review of Probability Concepts / Appendix C Review of Statistical Inference /Appendix D Solutions to Selected Exercises
Appendix E Tables