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This bestselling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models Problemsolving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models Detailed examples and case studies from finance show students how techniques are applied in real research Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice Covers important modern topics such as timeseries forecasting, volatility modelling, switching models and simulation methods Thoroughly classtested in
⚠️ WARNING (California Proposition 65):
This product may contain chemicals known to the State of California to cause cancer,
birth defects, or other reproductive harm.
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