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
