Principles of Econometrics, Fifth Edition

  • 23h 14m
  • Guay C. Lim, R. Carter Hill, William E. Griffiths
  • John Wiley & Sons (US)
  • 2018

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.

In this Book

  • An Introduction to Econometrics
  • Probability Primer
  • The Simple Linear Regression Model
  • Interval Estimation and Hypothesis Testing
  • Prediction, Goodness-of-Fit, and Modeling Issues
  • The Multiple Regression Model
  • Further Inference in the Multiple Regression Model
  • Using Indicator Variables
  • Heteroskedasticity
  • Regression with Time-Series Data—Stationary Variables
  • Endogenous Regressors and Moment-Based Estimation
  • Simultaneous Equations Models
  • Regression with Time-Series Data—Nonstationary Variables
  • Vector Error Correction and Vector Autoregressive Models
  • Time-Varying Volatility and ARCH Models
  • Panel Data Models
  • Qualitative and Limited Dependent Variable Models