Principles of econometrics (Record no. 19029)
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| LIBRARY OF CONGRESS CONTROL NUMBER | |
|---|---|
| LC control number | 2010043316 |
| INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470626733 |
| INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470626739 (hardback) |
| DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Call number | 330.01/5195 |
| MAIN ENTRY--PERSONAL NAME | |
| Authors | Hill, R. Carter |
| TITLE STATEMENT | |
| Title | Principles of econometrics |
| Statement of responsibility, etc | R. Carter Hill, William E. Griffiths, Guay C. Lim |
| EDITION STATEMENT | |
| Edition | 4th ed. |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, NJ : |
| Publisher | Wiley, |
| Date | c2011. |
| PHYSICAL DESCRIPTION | |
| Extent | xxvi, 758 p. : |
| Other Details | ill. ; |
| Size | 27 cm. |
| CONTENTS | |
| Contents | Machine generated contents note: 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 Mathematical Tools. -- Appendix B Probability Concepts. -- Appendix C Review of Statistical Inference. |
| SUMMARY | |
| Summary | "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."-- |
| STUDY PROGRAM | |
| Program name | ECON240, ECON339 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Heading | Econometrics |
| ADDED ENTRY | |
| Name | Griffiths, William E. |
| ADDED ENTRY | |
| Name | Lim, G. C. |
| MAIN ENTRY--PERSONAL NAME | |
| -- | 35908 |
| SUBJECT ADDED ENTRY--TOPICAL TERM | |
| -- | 1627 |
| ADDED ENTRY | |
| -- | 35909 |
| ADDED ENTRY | |
| -- | 35910 |
| Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Date last borrowed | Cost, replacement price | Price effective from | Koha item type | Total Renewals |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 2015-10-26 | AMAUS | 4 | 330.015195 HI PR | T0051944 | 2018-11-13 | 2018-10-29 | 185.80 | 2017-01-26 | REGULAR | |||||
| University of Wollongong in Dubai | University of Wollongong in Dubai | Main Collection | 2015-10-05 | AMAUS | 3 | 330.015195 HI PR | T0051945 | 2019-02-19 | 2019-02-05 | 185.00 | 2017-01-26 | REGULAR | 1 |