Principles of Econometrics
5. Edition February 2018
904 Pages, Softcover
Wiley & Sons Ltd
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.
LIST OF EXAMPLES
1 An Introduction to Econometrics
Probability Primer
2 The Simple Linear Regression Model
3 Interval Estimation and Hypothesis Testing
4 Prediction, Goodness-of-Fit, and Modeling 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
APPENDIX A Mathematical Tools
APPENDIX B Probability Concepts
APPENDIX C Review of Statistical Inference
APPENDIXD Statistical Tables
INDEX