Principles of Econometrics, 4th Edition

ISBN: 9780470626733

Principles of Econometrics, 4th Edition provides you with a working knowledge of basic econometric tools. Hill, Griffiths and Lim outline motivational tools for understanding econometrics, and provide a complete understanding of why econometrics is necessary in economics and finance. Principles of Econometrics, 4th Edition has been updated to reflect the current state of economic and financial markets, with simple economic models that can be applied to real world problems.


  • Basic econometric tools applied to modeling, estimation, inference, and forecasting through real world problems.
  • Learning is reinforced through step by step descriptions of techniques, clear interpretation of applications, and worked examples and exercises.
  • New and updated chapter examples with current data.
  • New end of chapter questions to test your understanding of the content, as well as problems to solve as you progress through each chapter.
R. Carter Hill
Louisiana State University

William E. Griffiths
University of Melbourne

Guay C. Lim
University of Melbourne

1. An Introduction to Econometrics
2. The Simple Linear Regression Model
3. Interval Estimation and Hypothesis Testing
4. Prediction, Goodness-of-Fit, and Modeling Issues
5. The Multiple Regression Model
6. Further Inference in the Multiple Regression Model
7. Using Indicator Variables
8. Heteroskedasticity
9. Regression with Time-Series Data: Stationary Variables
10. Random Regressors and Moment-Based Estimation
11. Simultaneous Equations Models
12. Regression with Time-Series Data: Nonstationary Variables
13. Vector Error Correction and Vector Autoregressive Models
14. Time-Varying Volatility and ARCH Models
15. Panel Data Models
16. Qualitative and Limited Dependent Variable Models
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