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Using EViews for Principles of Econometrics

Using EViews for Principles of Econometrics

ISBN 9781118032077
Edition 1
Publication Date
Purchase Type Rent
Publisher John Wiley & Sons Inc
Author(s)
Overview

1. Introduction to EViews 7.1 1

2. The Simple Linear Regression Model 52

3. Interval Estimation and Hypothesis Testing 97

4. Prediction, Goodness-of-Fit, and Modeling Issues 118

5. The Multiple Linear Regression Model 138

6. Further Inference in the Multiple Regression Model 178

7. Using Indicator Variables 206

8. Heteroskedasticity 227

9. Regression with Time Series Data: Stationary Variables 257

10. Random Regressors and Moment-Based Estimation 292

11. Simultaneous Equations Models 313

12. Regression with Time Series Data: Nonstationary Variables 325

13. Vector Error Correction and Vector Autoregressive Models 333

14. Time-Varying Volatility and ARCH Models 338

15. Panel Data Models 350

16. Qualitative and Limited Dependent Variables 386

A. Review of Math Essentials 422

B. Statistical Distribution Functions 431

C. Review of Statistical Inference 449

Index 463

Overview

1. Introduction to EViews 7.1 1

2. The Simple Linear Regression Model 52

3. Interval Estimation and Hypothesis Testing 97

4. Prediction, Goodness-of-Fit, and Modeling Issues 118

5. The Multiple Linear Regression Model 138

6. Further Inference in the Multiple Regression Model 178

7. Using Indicator Variables 206

8. Heteroskedasticity 227

9. Regression with Time Series Data: Stationary Variables 257

10. Random Regressors and Moment-Based Estimation 292

11. Simultaneous Equations Models 313

12. Regression with Time Series Data: Nonstationary Variables 325

13. Vector Error Correction and Vector Autoregressive Models 333

14. Time-Varying Volatility and ARCH Models 338

15. Panel Data Models 350

16. Qualitative and Limited Dependent Variables 386

A. Review of Math Essentials 422

B. Statistical Distribution Functions 431

C. Review of Statistical Inference 449

Index 463

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