Using eviews for principles of econometrics

INDICE: Chapter 1. Introduction to EViews.Chapter 2. The Si8mple 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. Nonlinear Relationships.Chapter 8. Heteroskedasticity.Chapter 9. Dynamic Models, Autocorrelation, and Forecasting.Chapter 10. Random Regressors and Moment Based Estimation.Chapter 1. Simultaneous Equations Models.Chapter 12. Nonstationary Time Series Data and Cointegration.Chapter 13. VEC and VAR Models: An Introduction to Macroeconometrics.Chapter 14. Time-Varying Volatility andARCH Models: An Introduction to Financial Econometrics.Chapter 15. Panel DataModels.Chapter 16. Qualitative and Limited Dependent Variables.Chapter 17. Importing and Exporting Data.Appendix A. Review of Math Essentials.Appendix V. Statistical Distribution Functions.Appendix C. review of Statistical Inference.Index.

• ISBN: 978-0-471-78711-2
• Editorial: John Wiley & Sons
• Encuadernacion: Rústica
• Páginas: 354
• Fecha Publicación: 01/03/2008
• Nº Volúmenes: 1
• Idioma: Inglés