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Principles of Econometrics 5th Edition Hill
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Principles of Econometrics, 5th Edition

,  ,  

ISBN: 9781118452271, 9781119320944

This book is being used at:
Bond University, James Cook University, Monash University, University of Adelaide, University of Melbourne, University of New England, University of Waikato

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

As part of Wiley’s ongoing commitment to higher education, the Wiley Affordability Program is dedicated to providing you with premium Wiley learning resources at an affordable price. We believe that every student has a right to access quality resources, no matter what your budget. Now, we are even better equipped than before to do what we do best; help teachers teach and students learn.

E-Text: 9781119320944
Textbook: 9781118452271

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