Econometric methods with applications in business and economics

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

790 pages, parution le 06/04/2004

Ajouter à une liste

Indisponible

Résumé

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 and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its final part is devoted to two major application areas: the econometrics of choice data and the econometrics of time series data.

Real-world examples and exercises stimulate active learning and show how econometrics can solve practical questions in modern business and economic management.
Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions.

This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.

L'auteur - Philip Hans Franses

Philip Hans Franses, Econometric Institute, Erasmus University

Sommaire

Review of Statistics
Simple Regression
Multiple Regression
Non-Linear Methods
Diagnostic Tests and Model Adjustments
Qualitative and Limited Dependent Variables
Time Series and Dynamic Models

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk
Parution	06/04/2004
Nb. de pages	790
Format	19 x 25,3
Couverture	Relié
Poids	1688g
Intérieur	Noir et Blanc
EAN13	9780199268016
ISBN13	978-0-19-926801-6