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Full Description
Principles of Econometrics 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 4th 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.
Contents
1. Introduction to Excel 1
2. The Simple Linear Regression Model 19
3. Interval Estimation and Hypothesis Testing 67
4. Prediction, Goodness-of-Fit and Modeling Issues 95
5. The Multiple Linear Regression 143
6. Further Inference in the Multiple Regression Model 154
7. Using Indicator Variables 180
8. Heteroskedasticity 204
9. Regression with Time Series Data: Stationary Variables 228
10. Random Regressors and Moment-Based Estimation 262
11. Simultaneous Equations Models 278
12. Nonstationary Time-Series Data and Cointegration 294
13. Vector Error Correction and Vector Autoregressive Models 310
14. Time-Varying Volatility and ARCH Models 328
15. Panel Data Models 355
16. Qualitative and Limited Dependent Variable Models 391
A. Mathematical Tools 402
B. Review of Probability Concepts 416
C. Review of Statistical Inference 431
Index 466
