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Product Identifiers

PublisherCambridge University Press

ISBN-101107661455

ISBN-139781107661455

eBay Product ID (ePID)172802519

Product Key Features

Number of Pages740 Pages

Publication NameIntroductory Econometrics for Finance

LanguageEnglish

Publication Year2014

SubjectFinance / General, Econometrics

FeaturesRevised

TypeTextbook

AuthorChris Brooks

Subject AreaBusiness & Economics

FormatTrade Paperback

Dimensions

Item Height1.2 in

Item Weight55.7 Oz

Item Length9.7 in

Item Width7.5 in

Additional Product Features

Edition Number3

Intended AudienceCollege Audience

LCCN2013-049908

ReviewsReview of previous edition: 'Very comprehensive, and it does a sound job of covering the territory.' Times Higher Education, Review of previous edition: 'Very comprehensive, and it does a sound job of covering the territory.' The Times Higher Education Supplement, From first edition: 'Very comprehensive, and it does a sound job of covering the territory.' Times Higher Education

Dewey Edition23

IllustratedYes

Dewey Decimal332.01/5195

Table Of ContentPreface to the third edition; Acknowledgements; 1. Introduction; 2. Mathematical and statistical foundations; 3. A brief overview of the classical linear regression model; 4. Further development and analysis of the classical linear regression model; 5. Classical linear regression model assumptions and diagnostic tests; 6. Univariate time series modelling and forecasting; 7. Multivariate models; 8. Modelling long-run relationships in finance; 9. Modelling volatility and correlation; 10. Switching models; 11. Panel data; 12. Limited dependent variable models; 13. Simulation methods; 14. Conducting empirical research or doing a project or dissertation in finance; Appendix 1. Sources of data used in this book; Appendix 2. Tables of statistical distributions; Glossary; References; Index.

Edition DescriptionRevised edition

SynopsisThis bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package., This best-selling textbook is a complete resource for finance students. The third edition has been updated with new data, extensive examples and EViews tutorials. Improved student support includes a new chapter on the basic mathematics underlying econometrics, further reading and a website with freely available student and instructor resources.

LC Classification NumberHG173.B76 2014