Econometric Methods with Applications in Business and Economics / Edition 1

by Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk

Overview

Applied work in business and economics often require a solid understanding of econometric methods to support decision making. This book provides this, encouraging an active engagement with these methods by means of examples and exercises, so that the student develops a working understanding and hands-on experience with current day econometrics.

Product Details

ISBN-13:	9780199268016
Publisher:	Oxford University Press
Publication date:	06/03/2004
Edition description:	New Edition
Pages:	816
Product dimensions:	9.94(w) x 7.46(h) x 1.85(d)

About the Author

Christiaan Heij is Associate Professor at the Econometric Institute of the Erasmus University in Rotterdam and specialises in econometrics and statistics. Paul de Boer is Assistant Professor at the Econometric Institute of the Erasmus University in Rotterdam and specialises in econometrics and statistics. Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research, both at the Erasmus University Rotterdam. He has published in leading international journals on applied econometrics, time series analysis, empirical finance, and marketing research. He is the (co-)author of various books published by Oxford University Press and Cambridge University Press.
Teun Kloek is Professor Emeritus of Econometrics at Erasmus University Rotterdam. He has published in leading international journals on econometric theory, applied econometrics and quantitative economics. Herman K. van Dijk is Professor of Econometrics and director of the Econometric Institute of the Erasmus University in Rotterdam. His fields of research are Bayesian Inference and Decision Analysis in Econometrics, Computational Economics, Stochastic Trends and Cycles in Time Series Econometrics and Income Distributions.

Table of Contents

Introduction1. Review of Statistics2. Simple Regression3. Multiple Regression4. Nonlinear Methods5. Diagnostic Tests and Model Adjustments6. Qualitative and Limited Dependent Variables7. Time Series and Dynamic ModelsAppendix A: Matrix MethodsAppendix B: Data Sets