| Titre : | Principles of econometrics |
| Auteurs : | Rufus Carter Hill, Auteur ; William E. Griffiths, Auteur ; Guay Cheng Lim, Auteur |
| Type de document : | Ouvrages |
| Mention d'édition : | 5th ed. |
| Editeur : | Hoboken : John Wiley & Sons, 2017 |
| ISBN/ISSN/EAN : | 978-1-118-45227-1 |
| Format : | 1 vol. (784p.) / ill. / 25 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 : |
Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field.
This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises. |
| Note de contenu : |
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. |
| Edition précédente : |
Exemplaires (1)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| 001449 | X 945 | Livre | Centre de documentation du CERDI / Ecole d'Economie | Salle de lecture | Sorti jusqu'au 17/07/2024 |
Documents numériques (1)
downloadable materials URL |
