![]() Principles of Econometrics, 3rd Edition
ISBN: 978-0-471-72360-8
Hardcover
608 pages
November 2007
US $151.95
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Chapter 1 An Introduction to Econometrics
Chapter 2 The Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness of Fit and Modeling Issues
Chapter 5 The Multiple Regression Model
Chapter 6 Further Inference in the Multiple Regression Model
Chapter 7 Nonlinear Relationships
Chapter 8 Heteroskedasticity
Chapter 9 Dynamic Models, Autocorrelation and Forecasting
Chapter 10 Random Regressors and Moment Based Estimation
Chapter 11 Simultaneous Equations Models
Chapter 12 Nonstationary Time Series Data and Cointegration
Chapter 13 Vector Error Correction and Vector Autoregressive Models: An Introduction to Macroeconometrics
Chapter 14 Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics
Chapter 15 Panel Data Models
Chapter 16 Qualitative and Limited Dependent Variable Models
Chapter 17 Writing an Empirical Research Report, and Sources of Economic Data
Appendix A Review of Math Essentials
Appendix B Review of Probability Concepts
Appendix C Review of Statistical Inference
Appendix D Solutions to Selected Exercises
Appendix E Tables
Chapter 2 The Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness of Fit and Modeling Issues
Chapter 5 The Multiple Regression Model
Chapter 6 Further Inference in the Multiple Regression Model
Chapter 7 Nonlinear Relationships
Chapter 8 Heteroskedasticity
Chapter 9 Dynamic Models, Autocorrelation and Forecasting
Chapter 10 Random Regressors and Moment Based Estimation
Chapter 11 Simultaneous Equations Models
Chapter 12 Nonstationary Time Series Data and Cointegration
Chapter 13 Vector Error Correction and Vector Autoregressive Models: An Introduction to Macroeconometrics
Chapter 14 Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics
Chapter 15 Panel Data Models
Chapter 16 Qualitative and Limited Dependent Variable Models
Chapter 17 Writing an Empirical Research Report, and Sources of Economic Data
Appendix A Review of Math Essentials
Appendix B Review of Probability Concepts
Appendix C Review of Statistical Inference
Appendix D Solutions to Selected Exercises
Appendix E Tables
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