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Item Details
| Title:
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ECONOMETRIC METHODS WITH APPLICATIONS IN BUSINESS AND ECONOMICS
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| By: |
Christiaan Heij, Paul de Boer, Philip Hans Franses |
| Format: |
Hardback |
| List price:
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£105.00 |
| Our price: |
£91.88 |
| Discount: |
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| You save:
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£13.12 |
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| ISBN 10: |
0199268010 |
| ISBN 13: |
9780199268016 |
| Availability: |
Usually dispatched within 3-5 days.
 Delivery
rates
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| Stock: |
Currently 8 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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