Econometric Models and Economic Forecasts - Hardcover

 
9780070500952: Econometric Models and Economic Forecasts

Synopsis

Fine cloth copy in a good if somewhat edge-torn and dust-dulled dw, now mylar-sleeved. Remains particularly and surprisingly well-preserved; tight, bright, clean and strong. ; 576 pages; Description: xix, 576 p. : ill. ; 24 cm. Subjects: Business forecasting--Mathematical models. Econometrics. Notes: Includes bibliographical references and indexes.

"synopsis" may belong to another edition of this title.

From the Publisher

Book restructured into four (previously three) parts.
Part One now introduces the multiple regression model and chapter 2 has new material on descriptive statistics.
Part Two now covers single-equation regression models
New chapter (10) on nonlinear and maximum-likelihood estimation with a section on ARCH and GARCH models. New tests for heteroscedasticity (ch.6) and use of panel data (ch.9).
Part Three has revised exposition and a small macroeconomic model in an Appendix.
Four Four includes a revised treatment of time-series analysis. Chapter 18 combines two chapters from the 3/e on estimation and forecasting with time-series models.
Data for examples included in text or in IM. Now data also provided in a diskette which comes with the book.
Reviewers acclaim student accessibility, comprehensiveness, and appropriate and extensive examples.
Book helps the student understand the art of model building. The book aids understanding what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title