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" Principles of econometrics / "
R. Carter Hill, Louisiana State University, William E. Griffiths, University of Melbourne, Guay C. Lim, University of Melbourn.
| Document Type
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BL
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| Record Number
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839765
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| Main Entry
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Hill, R. Carter
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| Title & Author
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Principles of econometrics /\ R. Carter Hill, Louisiana State University, William E. Griffiths, University of Melbourne, Guay C. Lim, University of Melbourn.
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| Edition Statement
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Fifth edition.
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| Publication Statement
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Hoboken, NJ :: John Wiley & Sons,, [2018]
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| Page. NO
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xxvi, 878 pages :: illustrations ;; 26 cm
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| ISBN
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1118452275
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: 111932095X
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: 9781118452271
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: 9781119320951
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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1. An introduction to econometrics -- 2. The simple linear regression model -- 3. Interval estimation and hypothesis testing -- 4. Prediction, goodness-of-fit, and modelling issues -- 5. The multiple regression model -- 6. Further inference in the multiple regression model -- 7. Using indicator variables -- 8. Heteroskedasticity -- 9. Regression with time-series data : stationary variables -- 10. Endogenous regressors and moment-based estimation -- 11. Simultaneous equations models -- 12. Regression with time-series data : nonstationary variables -- 13. Vector error correction and vector autoregressive models -- 14. Time-varying volatility and ARCH models -- 15. Panel data models -- 16. Qualitative and limited dependent variable models.
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| Abstract
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"Principles of Econometrics, 5th Edition is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 5th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer"--
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"This is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 5th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer"--
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| Subject
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Econometrics.
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| Subject
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BUSINESS ECONOMICS-- Econometrics.
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| Subject
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Econometrics.
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| Subject
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Ökonometrie
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| Dewey Classification
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330.01/5195
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| LC Classification
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HB139.H548 2018
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| NLM classification
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BUS021000bisacsh
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BUS021000.bisacsh
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| Added Entry
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Griffiths, William E.
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Lim, G. C., (Guay C.)
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