Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course. It is innovative in its focus, including real data, pitfalls in data analysis, and modeling issues (including func
Essential Statistics, Regression, and Econometrics || Modeling (Optional)
β Scribed by Smith, Gary
- Book ID
- 120313060
- Publisher
- Elsevier
- Year
- 2012
- Tongue
- English
- Weight
- 586 KB
- Edition
- 1
- Category
- Article
- ISBN
- 0123822211
No coin nor oath required. For personal study only.
β¦ Synopsis
Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course. It is innovative in its focus, including real data, pitfalls in data analysis, and modeling issues (including functional forms, causality, and instrumental variables). This book is unusually readable and non-intimidating, with extensive word problems that emphasize intuition and understanding. Exercises range from easy to challenging and the examples are substantial and real, to help the students remember the technique better.
- Readable exposition and exceptional exercises/examples that students can relate to
- Focuses on key methods for econometrics students without including unnecessary topics
- Covers data analysis not covered in other texts
- Ideal presentation of material (topic order) for econometrics course
π SIMILAR VOLUMES
Essential Statistics, Regression, and Econometrics provides students with a readable, deep understanding of the key statistical topics they need to understand in an econometrics course. It is innovative in its focus, including real data, pitfalls in data analysis, and modeling issues (including func
## Abstract This paper compares daily exchange rate value at risk estimates derived from econometric models with those implied by the prices of traded options. Univariate and multivariate GARCH models are employed in parallel with the simple historical and exponentially weighted moving average meth