Principles of Econometrics
Theory and Applications
Published on 7. March 2024
XVII, 406 pages
978-3-031-52535-3 (ISBN)
Description
This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing a pedagogical and easy-to-follow style, the book puts into practice the various concepts presented, such as statistics, tests, and methods, among others. Numerous examples and empirical applications using existing econometric and statistical software are given after each theoretical presentation.
The book addresses students at the undergraduate and graduate levels in economics and management, as well as students of engineering and business schools. It will further appeal to professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find practical solutions to the different problems they are confronted with.
The book addresses students at the undergraduate and graduate levels in economics and management, as well as students of engineering and business schools. It will further appeal to professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find practical solutions to the different problems they are confronted with.
More details
Series
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Product notice
Reflowable
Illustrations
XVII, 406 p. 71 illus., 19 illus. in color.
File size
11,30 MB
ISBN-13
978-3-031-52535-3 (9783031525353)
DOI
10.1007/978-3-031-52535-3
Schweitzer Classification
Other editions
Additional editions
Book
03/2024
Springer
€106.99
Shipment within 15-20 days
Person
Valérie Mignon
is a Professor of Economics at the University of Paris Nanterre, France, a Researcher at EconomiX-CNRS, the President of the Economics section of the French National Council of Universities, and a Scientific Advisor at CEPII. She teaches econometrics in the third year of the bachelor's degree, in the second year of the master's degree, and at the doctoral level. Her research work, with econometric content, is mainly focused on macroeconomics, finance, international macroeconomics and finance, and energy, fields in which she has published numerous articles and books.
Content
Chapter 1. Introductory Developments.- Chapter 2. The Simple Regression Model.- Chapter 3. The Multiple Regression Model.- Chapter 4. Heteroskedasticity and Autocorrelation of Errors.- Chapter 5. Problems With Explanatory Variables.- Chapter 6. Distributed Lag Models.- Chapter 7. An Introduction to Time Series Models.- Chapter 8. Simultaneous Equations Models.
