Using Excel for Principles of Econometrics
Autor R. Carter Hill, William E. Griffiths, Guay C. Limen Limba Engleză Paperback – 1900
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Livrare economică 19 octombrie-02 noiembrie
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Specificații
ISBN-13: 9781118032107
ISBN-10: 1118032101
Pagini: 486
Dimensiuni: 216 x 280 x 27 mm
Greutate: 1.21 kg
Ediția:4. Auflage
Editura: Wiley
Locul publicării:Hoboken, United States
ISBN-10: 1118032101
Pagini: 486
Dimensiuni: 216 x 280 x 27 mm
Greutate: 1.21 kg
Ediția:4. Auflage
Editura: Wiley
Locul publicării:Hoboken, United States
Notă biografică
Genevieve Briand and R. Carter Hill are the authors of Using Excel for Principles of Econometrics, 4th Edition, published by Wiley.
Cuprins
1. Introduction to Excel 1
2. The Simple Linear Regression Model 19
3. Interval Estimation and Hypothesis Testing 67
4. Prediction, Goodness-of-Fit and Modeling Issues 95
5. The Multiple Linear Regression 143
6. Further Inference in the Multiple Regression Model 154
7. Using Indicator Variables 180
8. Heteroskedasticity 204
9. Regression with Time Series Data: Stationary Variables 228
10. Random Regressors and Moment-Based Estimation 262
11. Simultaneous Equations Models 278
12. Nonstationary Time-Series Data and Cointegration 294
13. Vector Error Correction and Vector Autoregressive Models 310
14. Time-Varying Volatility and ARCH Models 328
15. Panel Data Models 355
16. Qualitative and Limited Dependent Variable Models 391
A. Mathematical Tools 402
B. Review of Probability Concepts 416
C. Review of Statistical Inference 431
Index 466
2. The Simple Linear Regression Model 19
3. Interval Estimation and Hypothesis Testing 67
4. Prediction, Goodness-of-Fit and Modeling Issues 95
5. The Multiple Linear Regression 143
6. Further Inference in the Multiple Regression Model 154
7. Using Indicator Variables 180
8. Heteroskedasticity 204
9. Regression with Time Series Data: Stationary Variables 228
10. Random Regressors and Moment-Based Estimation 262
11. Simultaneous Equations Models 278
12. Nonstationary Time-Series Data and Cointegration 294
13. Vector Error Correction and Vector Autoregressive Models 310
14. Time-Varying Volatility and ARCH Models 328
15. Panel Data Models 355
16. Qualitative and Limited Dependent Variable Models 391
A. Mathematical Tools 402
B. Review of Probability Concepts 416
C. Review of Statistical Inference 431
Index 466