Using excel for principles of econometrics / Genevieve Briand , R. Carter Hill.

By:

Briand, Genevieve

Contributor(s):

Hill, R. Carter

Material type: Text

TextLanguage: English Publication details: New York [etc.] : Wiley, 2011.Edition: 4th ed.Description: 470 p. : graphics. ; 27 cmISBN:

9781118032107

Subject(s):

Contents:

Introduction to Excel — The Simple Linear Regression Model — Interval Estimation and Hypothesis Testing — Prediction, Goodness-of-Fitand Modeling Issues — The Multiple Linear Regression — Further Inf ere nee in the Multiple Regression Model — Using Indicator Variables — Heteroskedasticity — Regressions with Time Series Data: Stationary Variables — Random Regressors and Moment-Based Estimation — Simultaneous EquationsModels — Nonstationary Time-Series Data and Cointegration — Vector Error Correction and Vector Autoregressive Models — Time-Varying Volatility and ARCH Models — Panel Data Models — Qualitative and Limited Dependent Variable Models — APPENDIX A Mathematical Tools — APPENDIX B Review of Probability Concepts — APPENDIX C Review of Statistical Inference.

Summary: 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.

Holdings ( 2 )
Title notes ( 2 )

Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode
Book	TBS Barcelona	HB13 BRI (Browse shelf(Opens below))	Available			B02423
Book	TBS Barcelona	HB13 BRI (Browse shelf(Opens below))	Available	RESERVE		B02329

Introduction to Excel —
The Simple Linear Regression Model —
Interval Estimation and Hypothesis Testing —
Prediction, Goodness-of-Fitand Modeling Issues —
The Multiple Linear Regression —
Further Inf ere nee in the Multiple Regression Model —
Using Indicator Variables —
Heteroskedasticity —
Regressions with Time Series Data: Stationary Variables —
Random Regressors and Moment-Based Estimation —
Simultaneous EquationsModels —
Nonstationary Time-Series Data and Cointegration —
Vector Error Correction and Vector Autoregressive Models —
Time-Varying Volatility and ARCH Models —
Panel Data Models —
Qualitative and Limited Dependent Variable Models —
APPENDIX A Mathematical Tools —
APPENDIX B Review of Probability Concepts —
APPENDIX C Review of Statistical Inference.

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.