Introduction to Econometrics 5/e Wiley Custom Edition (TL)

●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

 

※本書為 Hill / Principles of Econometrics 4/e ISV 之新版

New to this Edition:
●An in-depth discussion of data types, along with tips on writing econometrics research papers that will help students develop ideas as
the course develops
●A new section on large sample tests, including an explanation of the use of control variables and the difference between causal and predictive models
●An extensive section on treatment effects and causal modeling in Rubin’s potential outcomes framework

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 Endogenous 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
APPENDIX A Mathematical Tools
APPENDIX B Probability Concepts
APPENDIX C Review of Statistical Inference
APPENDIX D Statistical Tables