ABSTRACT
This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.
TABLE OF CONTENTS
part 1|157 pages
Single-Equation Regression Models
part 2|66 pages
Simultaneous Equation Regression Models
part 3|45 pages
Qualitative Variables in Econometric Models – Panel Data Regression Models
part 4|73 pages
Time Series Econometrics
part 5|25 pages
Aspects of Financial Time Series Econometrics