机读格式显示(MARC)

• 000 02794pam a2200361 a 4500

• 001 0000860326

• 003 CAL

• 005 20260922110500.0

• 008 260918s2012 nju 001 0 eng

• 010 __ |a 2010043316

• 020 __ |a 9780470873724 (pbk)

• 020 __ |a 9780470626733 (hardback)

• 040 __ |a DLC |c DLC

• 042 __ |a pcc

• 050 00 |a HB139 |b .H548 2011

• 082 00 |a 330.01/5195 |2 22

• 084 __ |a BUS021000 |2 bisacsh

• 090 __ |a F224.0/X15=4

• 093 __ |a F224.0 |2 5

• 099 __ |a CAL 022011283466

• 100 1_ |a Hill, R. Carter.

• 245 10 |a Principles of econometrics / |c R. Carter Hill, William E. Griffiths, Guay C. Lim.

• 250 __ |a 4th ed., international student version.

• 260 __ |a Hoboken, N.J. : |b Wiley, |c 2012.

• 300 __ |a xxv, 758 p. : |b ill. ; |c 26 cm.

• 500 __ |a Includes index.

• 520 __ |a "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."-- |c Provided by publisher.

• 505 8_ |a Machine generated contents note: Chapter 1 An Introduction to Econometrics. -- A 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.

• 650 _0 |a Econometrics.

• 650 _7 |a BUSINESS & ECONOMICS / Econometrics |2 bisacsh.

• 700 1_ |a Griffiths, William E.

• 700 1_ |a Lim, G. C. |q (Guay C.)

• 920 __ |a 4370400 |z 1