Econometric models and economic forecasts

Author(s)

Bibliographic Information

Econometric models and economic forecasts

Robert S. Pindyck, Daniel L. Rubinfeld

Irwin/McGraw-Hill, c1998

4th ed

Available at  / 5 libraries

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Note

Includes bibliographical references and indexes

System requirements for accompanying computer disk: IBM PC; Microsoft Windows 3.1 or higher

Description and Table of Contents

Description

This text aims to help students 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. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new material on descriptive statistics, a new chapter on non-linear and maximum likelihood estimation with a section on ARCH and GARCH models and a new test for heterosedasticity and use of panel data.

Table of Contents

  • The basics of regression analysis
  • introduction to the regression model
  • elementary statistics
  • the two-variable regression model
  • the multiple regression model
  • using the multiple regression model
  • serial correlation and heterosedasticity
  • instrumental variables and model specification
  • forecasting with single-equation regression model
  • risk analysis in investment decision
  • business valuation and corporate restructuring.

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