Principles of Econometrics: Theory and Applications 1st Edition Mignon 3031525353 9783031525353

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Product details:

• ISBN 10: 3031525353
• ISBN 13: 9783031525353
• Author:  Mignon

This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing a pedagogical and easy-to-follow style, the book puts into practice the various concepts presented, such as statistics, tests, and methods, among others. Numerous examples and empirical applications using existing econometric and statistical software are given after each theoretical presentation. The book addresses students at the undergraduate and graduate levels in economics and management, as well as students of engineering and business schools. It will further appeal to professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find practical solutions to the different problems they are confronted with.

Table of contents:

1. Introductory Developments

2. The Simple Regression Model

3. The Multiple Regression Model

4. Heteroskedasticity and Autocorrelation of Errors

5. Problems with Explanatory Variables: Random Variables, Collinearity, and Instability

6. Distributed Lag Models

7. An Introduction to Time Series Models

8. Simultaneous Equations Models

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