Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets. New discussions are presented on Kennel Density Fitting and the analysis of treatment effects. A new summary of probability and statistics has been added. In addition, numerous new end-of-chapter questions and problems have been integrated throughout the chapters. This will help finance professionals apply basic econometric tools to modeling, estimation, inference, and forecasting through real world problems.
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Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets.
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Preface. Chapter 1 An Introduction to Econometrics. A Probability Primer. 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 Using Indicator Variables. Chapter 8 Heteroskedasticity. Chapter 9 Regression with Time Series Data: Stationary Variables. Chapter 10 Random Regressors and Moment Based Estimation. Chapter 11 Simultaneous Equations Models. Chapter 12 Regression with Time Series Data: Nonstationary Variables. Chapter 13 Vector Error Correction and Vector Autoregressive Models. Chapter 14 Time-Varying Volatility and ARCH Models. Chapter 15 Panel Data Models. Chapter 16 Qualitative and Limited Dependent Variable Models. Appendix A Review of Math Essentials. Appendix B Review of Probability Concepts. Appendix C Review of Statistical Inference. Appendix D. Index.
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Produktdetaljer

ISBN
9780470873724
Publisert
2011-05-13
Utgiver
Vendor
John Wiley & Sons Ltd
Vekt
1204 gr
Høyde
253 mm
Bredde
179 mm
Dybde
25 mm
Aldersnivå
06, P
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
792