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Principles of Econometrics, 3rd Edition
by R. Carter Hill, William E. Griffiths, Guay C. Lim (2008) |
Contents Table of Contents Book Order Form |
| Table of Contents Chapter 1: An Introduction to Econometrics. 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 Regression Model. Chapter 6: Further Inference in the Multiple Regression Model. Chapter 7: Nonlinear Relationships. Chapter 8: Heteroskedasticity. Chapter 9: Dynamic Models, Autocorrelation and Forecasting. Chapter 10: Random Regressors and Moment Based Estimation. Chapter 11: Simultaneous Equations Models. Chapter 12: Nonstationary Time-Series Data and Cointegration. Chapter 13: VEC and VAR Models: An Introduction to Macroeconometrics. Chapter 14: Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics. Chapter 15: Panel Data Models. Chapter 17: Writing an Empirical Research Report, and Sources of Economic Data. Appendix A: Review of Math Essentials. Appendix B: Review of Probability Concepts. Appendix C: Review of Statistical Inference. Appendix D: Solutions to Selected Exercises. Appendix E: Tables. Index. |
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