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Item Details
Title: ECONOMETRIC METHODS WITH APPLICATIONS IN BUSINESS AND ECONOMICS
By: Christiaan Heij, Paul de Boer, Philip Hans Franses
Format: Hardback

List price: £98.00
Our price: £85.75
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12.5% off
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ISBN 10: 0199268010
ISBN 13: 9780199268016
Availability: Usually dispatched within 3-5 days.
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Stock: Currently 7 available
Publisher: OXFORD UNIVERSITY PRESS
Pub. date: 25 March, 2004
Pages: 816
Description: This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data. Perfect for advanced undergraduate students, new graduate students, and applied researchers.
Synopsis: 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
Illustrations: numerous figures and tables
Publication: UK
Imprint: Oxford University Press
Returns: Returnable
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