R. Carter Hill, Louisiana State University, William E. Griffiths, University of Melbourne, Guay C. Lim, University of Melbourn.
Fifth edition.
Hoboken, NJ :
John Wiley & Sons,
[2018]
xxvi, 878 pages :
illustrations ;
26 cm
Includes bibliographical references and index.
1. An introduction to econometrics -- 2. The simple linear regression model -- 3. Interval estimation and hypothesis testing -- 4. Prediction, goodness-of-fit, and modelling issues -- 5. The multiple regression model -- 6. Further inference in the multiple regression model -- 7. Using indicator variables -- 8. Heteroskedasticity -- 9. Regression with time-series data : stationary variables -- 10. Endogenous regressors and moment-based estimation -- 11. Simultaneous equations models -- 12. Regression with time-series data : nonstationary variables -- 13. Vector error correction and vector autoregressive models -- 14. Time-varying volatility and ARCH models -- 15. Panel data models -- 16. Qualitative and limited dependent variable models.
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"Principles of Econometrics, 5th Edition 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 5th 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"--
"This 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 5th 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"--