| Titre : | Principles of econometrics |
| Auteurs : | Rufus Carter Hill, Auteur ; William E. Griffiths, Auteur ; Guay Cheng Lim, Auteur |
| Type de document : | Ouvrages |
| Mention d'édition : | 3rd ed. |
| Editeur : | Hoboken : John Wiley & Sons, 2008 |
| ISBN/ISSN/EAN : | 978-0-471-72360-8 |
| Format : | 1 vol. (XXVII-579 p.) / ill. / 27 cm |
| Note générale : |
A multi-media instructional package, including Web sites, is available to supplement the text
|
| Langues: | Anglais |
| Catégories : |
[Eurovoc] ÉCONOMIE > analyse économique > analyse économique > économétrie [Eurovoc] ÉCONOMIE > analyse économique > analyse économique > macroéconomie [Eurovoc] ÉCONOMIE > analyse économique > prévision économique |
| Tags : | regression model ; heteroskedasticity ; time series ; panel data |
| Résumé : | This text emphasises motivation, understanding, and implementation. By using an intuitive approach, readers are shown how economic data is used with economic and statistical models as a basis. |
| Note de contenu : |
Ch. 1. An Introduction to Econometrics --
Ch. 2. The Simple Linear Regression Model -- Ch. 3. Interval Estimation and Hypothesis Testing -- Ch. 4. Prediction, Goodness-of-Fit, and Modeling Issues -- Ch. 5. The Multiple Regression Model -- Ch. 6. Further Inference in the Multiple Regression Model -- Ch. 7. Nonlinear Relationships -- Ch. 8. Heteroskedasticity -- Ch. 9. Dynamic Models, Autocorrelation and Forecasting -- Ch. 10. Random Regressors and Moment Based Estimation -- Ch. 11. Simultaneous Equations Models -- Ch. 12. Nonstationary Time-Series Data and Cointegration -- Ch. 13. VEC and VAR Models: An Introduction to Macroeconometrics -- Ch. 14. Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics -- Ch. 15. Panel Data Models -- Ch. 16. Qualitative and Limited Dependent Variable Models -- Ch. 17. Writing an Empirical Research Report, and Sources of Economic Data -- App. A. Review of Math Essentials -- App. B. Review of Probability Concepts -- App. C. Review of Statistical Inference -- App. D. Answers to Selected Exercises -- App. E. Tables. |
| Edition suivante : |
Exemplaires (1)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| 000174 | X 922 | Livre | Centre de documentation du CERDI / Ecole d'Economie | Salle de lecture | Disponible |
