Using Eviews for Principles of Econometrics

단행본

Using Eviews for Principles of Econometrics

저자: Guay C. Lim | R. Carter Hill | William E. Griffiths
판사항: fourth edition
발행사항: John Wiley & Sons, Inc, 2012
형태사항: xiv, 466p. : ill. ; 28cm
키워드: Econometrics

소장정보

위치	등록번호	청구기호 / 출력	상태	반납예정일
이용 가능 (1)
자료실	E205326		대출가능	-

이용 가능 (1)

등록번호
E205326
상태/반납예정일
대출가능
-
위치/청구기호(출력)
자료실

책 소개

This book is a supplement to Principles of Econometrics, 4th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011).? It is designed for students to learn the econometric software package EViews at the same time as they are using Principles of Econometrics to learn econometrics.? It is not a substitute for Principles of Econometrics, nor is it a stand-alone computer manual.? It is a companion to the textbook, showing how to do all the examples in Principles of Econometrics using EViews Version 7.? For most students, econometrics only has real meaning after they are able to use it to analyze data sets, interpret results, and draw conclusions.? EViews is an ideal vehicle for achieving these objectives.? Others who wish to learn and practice econometrics, such as instructors and researchers, will also benefit from using this book in conjunction with Principles of Econometrics, 4th Edition.

Preface. Chapter 1 An Introduction to Econometrics. 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.