
Principles of Econometrics
Wiley (Publisher)
3rd Edition
Published on 1. November 2007
Book
Hardback
608 pages
978-0-471-72360-8 (ISBN)
Article exhausted; check for reprint
Description
Principles of Econometrics clearly shows why econometrics is necessary and provides you with the ability to utilize basic econometric tools. You'll learn how to apply these tools to estimation, inference, and forecasting in the context of real world economic problems. In order to make concepts more accessible, the authors offer lucid descriptions of techniques as well as appropriate applications to today's situations. Along the way, you'll find introductions to simple economic models and questions to enhance critical thinking.
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: 25.6 cm
Width: 18.5 cm
Thickness: 28 mm
Weight
1084 gr
ISBN-13
978-0-471-72360-8 (9780471723608)
Schweitzer Classification
Other editions
New editions

R. Carter Hill
Principles of Econometrics
Book
01/2011
4th Edition
Wiley
€207.98
Article exhausted; check for reprint
Previous edition
R. Carter Hill | William E. Griffiths | George G. Judge
Undergraduate Econometrics
Book
11/2000
2nd Edition
Wiley
€54.90
Article exhausted; check for reprint
Content
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