Using EViews for Principles of Econometrics
3rd Edition
Published on 1. February 2008
Book
Paperback/Softback
384 pages
978-0-471-78711-2 (ISBN)
More details
Edition
3., Auflage
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Edition type
Revised edition
Illustrations
Illustrations
Dimensions
Height: 28 cm
Width: 21.6 cm
Thickness: 20 mm
Weight
719 gr
ISBN-13
978-0-471-78711-2 (9780471787112)
Schweitzer Classification
Content
Chapter 1. Introduction to EViews.
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.