Principles of Econometrics, 5th Edition

ISBN: 9781118452271, 9781119320944

Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field.

This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.

Features

  • Complete solutions manual for professors is available online in both Microsoft Word and PDF formats
  • New examples and exercises use real data to make the material more relevant
  • Chapters are focused on core material and exercises, while more advanced content is presented in the appendices
  • Between 25 and 30 new exercises have been added to each chapter to help students apply what they’ve learned
  • Reorganization of chapters follows a natural progression that is conducive to undergraduate and graduate-level instruction
R. Carter Hill

William E. Griffiths

Guay C. Lim

Chapter 1 An Introduction to Econometrics

Chapter 2 The Simple Linear Regression Model

Chapter 3 Interval Estimation and Hypothsis 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 Using Indicator Variables

Chapter 8 Heteroskedasticity

Chapter 9 Regression with Time-Series Data: Stationary Variables

Chapter 10 Endogenous Regressors and Moment-Based Estimation

Chapter 11 Simultaneous Equations Models

Chapter 12 Regression with Time-Series Data: Nonstationary Variables

Chapter 13 Vector Error Correction and Vector Autoregressive Models

Chapter 14 Time-Varying Volatility and ARCH Models

Chapter 15 Panel Data Models

Chapter 16 Qualitative and Limited Dependent Variable Models

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E-Text: 9781119320944
Textbook: 9781118452271