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 dependentvariable models. Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skillsand 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 enablestudents 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. First edition sold over 18,000 copies worldwide. Contains new case studies on firm financing, credit ratings, banking competition, tests of purchasing power parity, and evaluation of mutual fund manager performance. New and improved companion website with freely downloadable financial data, answers to end-of-chapter questions, PowerPoint slides and useful links.
- ISBN: 978-0-521-69468-1
- Editorial: Cambridge University
- Encuadernacion: Rústica
- Páginas: 648
- Fecha Publicación: 31/12/2009
- Nº Volúmenes: 1
- Idioma: Inglés