"Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets. New discussions are presented on Kennel Density Fitting and the analysis of treatment effects. A new summary of probability and statistics has been added. In addition, numerous new end-of-chapter questions and problems have been integrated throughout the chapters. This will help finance professionals apply basic econometric tools to modeling, estimation, inference, and forecasting through real world problems."--

Preface Chapter 1_An Introduction to Econometrics Probability Primer Chapter 2_The Simple Linear Regression Model Chapter 3_Interval Estimation and Hypothesis Testing Chapter 4_Prediction, Goodness-of-Fit and Modeling Issues Chapter 5_The Multiple Regression Model Chapter 6_Further Inference in the Multiple Regression Model Chapter 7_Using Indicator Variables Chapter 8_Heteroskedasticity Chapter 9_Regression with Time Series Data: Stationary Variables Chapter 10_Random Regressors and Moment Based Estimation Chapter 11_Simultaneous Equations Models Chapter 12_Regression with Time Series Data: Nonstationary Variables Chapter 13_Vector Error Correction and Vector Autoregressive Models Chapter 14_Time-Varying Volatility and ARCH Models Chapter 15_Panel Data Models Chapter 16_Qualitative and Limited Dependent Variable Models Appendix A_Mathematical Tools Appendix B_Probability Concepts Appendix C_Review of Statistical Inference Appendix D Index