Econometric models and economic forecasts.

Author(s)
Pindyck, R.S. & Rubinfeld, D.L.
Year
Abstract

This book helps to understand the art of model building - what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Key features are: * Includes new material on descriptive statistics; * A new chapter on non-linear and maximum likelihood estimation with a section on ARCH and GARCH models; * Includes new test for heteroscedasticity and use of panel data; and * Comprehensive with extensive examples. Content is: The Basics of Regression Analysis. Introduction to the Regression Model. Elementary Statistics. The Two-Variable Regression Model. The Multiple Regressions Model. Using the Multiple Regression Model. Serial Correlation and Heteroscedasticity. Instrumental Variables and Model Specification. Forecasting with Single-Equation Regression Model. Risk Analysis in Investment Decisions. Business Valuation and Corporate Restructuring. (A)

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Publication

Library number
20011463 ST
Source

Boston, MA [etc.], McGraw-Hill, 1998, XX + 634 p., ++ ref. + diskette; Economics Series - ISBN 0-07-118831-2

Our collection

This publication is one of our other publications, and part of our extensive collection of road safety literature, that also includes the SWOV publications.