Christiaan Heij,Paul de Boer,Philip Hans Franses,Teun Kloek,Herman K. van Dijk,Erasmus University in Rotterdam: Econometric Methods with Applications in Business and Economics
Description
Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simu
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Author: Christiaan Heij,Paul de Boer,Philip Hans Franses,Teun Kloek,Herman K. van Dijk,Erasmus University in Rotterdam
Number of Pages: 816 pages
Published Date: 03 Jun 2004
Publisher: Oxford University Press
Publication Country: Oxford, United Kingdom
Language: English
ISBN: 9780199268016
Download Link: Click Here
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My Undoing