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Produktbild: Econometric Methods with Applications in Business and Economics

Econometric Methods with Applications in Business and Economics

173,99 €

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Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

05.03.2015

Abbildungen

numerous figures and tables

Verlag

Oxford University Press

Seitenzahl

814

Maße (L/B/H)

25,2/19,4/4,8 cm

Gewicht

1744 g

Sprache

Englisch

ISBN

978-0-19-926801-6

Beschreibung

Rezension

'. . . students will find the contents of this book to be a very helpful guide . . . Because of its wide coverage and careful presentation the book should be useful for a diverse group of students in many countries and interested in a variety of areas of applications.' C. W. J. Granger, Nobel Laureate

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

05.03.2015

Abbildungen

numerous figures and tables

Verlag

Oxford University Press

Seitenzahl

814

Maße (L/B/H)

25,2/19,4/4,8 cm

Gewicht

1744 g

Sprache

Englisch

ISBN

978-0-19-926801-6

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: Econometric Methods with Applications in Business and Economics
    • Introduction

    • 1 Review of Statistics

    • 1.1: Descriptive statistics

    • 1.2: Random variables

    • 1.3: Parameter estimation

    • 1.4: Tests of hypotheses

    • Summary, further reading, and keywords

    • Exercises

    • 2 Simple Regression

    • 2.1: Least squares

    • 2.2: Accuracy of least squares

    • 2.3: Significance tests

    • 2.4: Prediction

    • Summary, further reading, and keywords

    • Exercises

    • 3 Multiple Regression

    • 3.1: Least squares in matrix form

    • 3.2: Adding or deleting variables

    • 3.3: The accuracy of estimates

    • 3.4: The F-test

    • Summary, further reading, and keywords

    • Exercises

    • 4 Non-Linear Methods

    • 4.1: Asymptotic analysis

    • 4.2: Non-linear regression

    • 4.3: Maximum likelihood

    • 4.4: Generalized method of moments

    • Summary, further reading, and keywords

    • Exercises

    • 5 Diagnostic Tests and Model Adjustments

    • 5.1: Introduction

    • 5.2: Functional form and explanatory variables

    • 5.3: Varying parameters

    • 5.4: Heteroskedasticity

    • 5.5: Serial correlation

    • 5.6: Disturbance distribution

    • 5.7: Endogenous regressors and instrumental variables

    • 5.8: Illustration: Salaries of top managers

    • Summary, further reading, and keywords

    • Exercises

    • 6 Qualitative and Limited Dependent Variables

    • 6.1: Binary response

    • 6.2: Multinomial data

    • 6.3: Limited dependent variables

    • Summary, further reading, and keywords

    • Exercises

    • 7 Time Series and Dynamic Models

    • 7.1: Models for stationary time series

    • 7.2: Model estimation and selection

    • 7.3: Trends and seasonals

    • 7.4: Non-linearities and time-varying volatility

    • 7.5: Regression models with lags

    • 7.6: Vector autoregressive models

    • 7.7: Other multiple equation models

    • Summary, further reading, and keywords

    • Exercises

    • Appendix A: Matrix Methods

    • A.1: Summations

    • A.2: Vectors and matrices

    • A.3: Matrix addition and multiplication

    • A.4: Transpose, trace, and inverse

    • A.5: Determinant, rank, and eigenvalues

    • A.6: Positive (semi)definite matrices and projections

    • A.7: Optimization of a function of several vari