 Using EViews for Principles of Econometrics , 3rd Edition
ISBN: 978-0-471-78711-2
Paperback
368 pages
February 2008
US $69.95
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability. |
Instructors may request an evaluation copy for this title.
|
Chapter 2. The Si8mple 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 1. Simultaneous Equations Models.
Chapter 12. Nonstationary Time Series Data and Cointegration.
Chapter 13. VEC and VAR 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 Variables.
Chapter 17. Importing and Exporting Data.
Appendix A. Review of Math Essentials.
Appendix V. Statistical Distribution Functions.
Appendix C. review of Statistical Inference.
Index.
;){kind=link}