Bisher 55,99 €**
49,99 €
versandkostenfrei*


inkl. MwSt.
**Früherer Preis
Sofort lieferbar
Verlängertes Rückgaberecht bis zum 10.01.2020
25 °P sammeln

    Broschiertes Buch

The only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages.…mehr

Produktbeschreibung
The only econometrics textbook that requires no prior knowledge of the subject, aimed specifically at students of finance, accountancy, or banking. It includes a broad range of techniques, detailed case studies, and explanations of how to implement the techniques and understand the results from the most popular software packages.
  • Produktdetails
  • Verlag: Cambridge University Press
  • 4 Revised edition
  • Erscheinungstermin: 28. März 2019
  • Englisch
  • Abmessung: 246mm x 187mm x 32mm
  • Gewicht: 1542g
  • ISBN-13: 9781108436823
  • ISBN-10: 110843682X
  • Artikelnr.: 54608051
Inhaltsangabe
Preface to the fourth edition
1. Introduction and mathematical foundations
2. Statistical foundations and dealing with data
3. A brief overview of the classical linear regression
4. Further development of classical linear regression
5. Classical linear regression model assumptions
6. Univariate time-series modelling and forecasting
7. Multivariate models
8. Modelling volatility and correlation
10. Switching and state space models
11. Panel data
12. Limited dependent variable models
13. Simulation methods
14. Additional econometric techniques for financial research
15. Conducting empirical research
Appendix 1. Sources of data used in this book and the accompanying software manuals
Appendix 2. Tables of statistical distributions
Glossary
References
Index.

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