Principles of econometrics
By: Hill, R. Carter
Title By: Griffiths, William E | Lim, G. CMaterial type: BookPublisher: Hoboken, NJ : Wiley, c2011.Edition: 4th ed.Description: xxvi, 758 p. : ill. ; 27 cm.ISBN: 9780470626733; 0470626739 (hardback)Program: ECON240, ECON339Subject(s): EconometricsDDC classification: 330.01/5195
|Item type||Home library||Call number||Status||Date due||Barcode||Item holds|
|REGULAR||University of Wollongong in Dubai Main Collection||330.015195 HI PR (Browse shelf)||Available||T0051944|
|REGULAR||University of Wollongong in Dubai Main Collection||330.015195 HI PR (Browse shelf)||Available||T0051945|
, Shelving location: Main Collection Close shelf browser
|330.015195 GU EC Econometrics by example /||330.015195 HE EC Econometric modeling : a likelihood approach||330.015195 HI PR Principles of econometrics||330.015195 HI PR Principles of econometrics||330.015195 HI PR Practical econometrics||330.015195 KO AN Analysis of economic data /||330.015195 KO AN Analysis of economic data /|
Includes bibliographical references and index.
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.
"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."--