Principles of econometrics (Record no. 19029)

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
Holdings
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

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