Econometric Methods with Applications in Business and Economics 1st Edition by Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman van Dijk ISBN 0191608408 9780191608407

Econometric Methods with Applications in Business and Economics 1st Edition by Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk – Ebook PDF Instant Download/Delivery: 0191608408, 9780191608407

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Product details:

ISBN 10: 0191608408

ISBN 13: 9780191608407

Author:  Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk 

Econometric Methods with Applications in Business and Economics 1st Edition: Applied work in business and economics often require a solid understanding of econometric methods to support decision making. This book provides this, encouraging an active engagement with these methods by means of examples and exercises, so that the student develops a working understanding and hands-on experience with current day econometrics.

 

Econometric Methods with Applications in Business and Economics 1st Edition Table of contents:

1. Review of Statistics

• Descriptive statistics
• Random variables
• Parameter estimation
• Tests of hypotheses
• Summary, further reading, and keywords
• Exercises

2. Simple Regression

• Least squares
• Accuracy of least squares
• Significance tests
• Prediction
• Summary, further reading, and keywords
• Exercises

3. Multiple Regression

• Least squares in matrix form
• Adding or deleting variables
• The accuracy of estimates
• The F-test
• Summary, further reading, and keywords
• Exercises

4. Non-Linear Methods

• Asymptotic analysis
• Non-linear regression
• Maximum likelihood
• Generalized method of moments
• Summary, further reading, and keywords
• Exercises

5. Diagnostic Tests and Model Adjustments

• Introduction
• Functional form and explanatory variables
• Varying parameters
• Heteroskedasticity
• Serial correlation
• Disturbance distribution
• Endogenous regressors and instrumental variables
• Illustration: Salaries of top managers
• Summary, further reading, and keywords
• Exercises

6. Qualitative and Limited Dependent Variables

• Binary response
• Multinomial data
• Limited dependent variables
• Summary, further reading, and keywords
• Exercises

7. Time Series and Dynamic Models

• Models for stationary time series
• Model estimation and selection
• Trends and seasonals
• Non-linearities and time-varying volatility
• Regression models with lags
• Vector autoregressive models
• Other multiple equation models
• Summary, further reading, and keywords
• Exercises

 

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