This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: * Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models * Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models * Detailed examples and case studies from finance show students how techniques are applied in real research * Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results * Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice * Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods * Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.
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时间序列入门教材极力推荐。
评分啥都讲了但又好像啥都没讲
评分时间序列入门教材极力推荐。
评分作者读过不少Paper 却少了一些理论背景 很多东西只是告诉方法没有给出完整的来源和推导 对于一本graduate的课本来说 还是欠缺了很多东西
评分这学期的计量课就用这本书。。。。预计期末考五个小时，五道理论题两道计算题，擦
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