Using Excel for Principles of Econometrics

Genevieve Briand, R. Carter Hill

• Editorial: Wiley
• Año: 2015
• ISBN:
  9781119111863
• Edición: 4
• Categoría: Volkswirtschaftslehre
• Categoría: Ökonometrie

Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.

Índice

• Cover
• Title Page
• Copyright
• Preface
• BRIEF CONTENTS
• CONTENTS
• CHAPTER 1: Introduction to Excel
• 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 Linear Regression
• CHAPTER 6: Further Inference in the Multiple Regression Model
• CHAPTER 7: Using Indicator Variables
• CHAPTER 8: Heteroskedasticity
• CHAPTER 9: Regressions with Time Series Data: Stationary Variables
• 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
• CHAPTER 14: Time-Varying Volatility and ARCH Models
• CHAPTER 15: Panel Data Models
• CHAPTER 16: Qualitative and Limited Dependent Variable Models
• APPENDIX A: Review of Math Essentials
• APPENDIX B: Review of Probability Concepts
• APPENDIX C: Review of Statistical Inference
• Index