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Econometric models and economic forecasts /

by Pindyck, Robert S [aut]; Rubinfeld, Daniel L [aut].
Material type: materialTypeLabelBookPublisher: Boston, Mass. : Irwin/McGraw-Hill, c1998Edition: 4th ed.Description: xx, 634 p. : ill. ; 25 cm. + 1 computer disk (3 1/2 in.).ISBN: 0070502080 (alk. paper).Subject(s): Economic forecasting -- Econometric models | Econometrics
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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330.015195 P648 (Browse shelf) 1 Available
330.015195 P648 (Browse shelf) 2 Available
330.015195 P648 (Browse shelf) 3 Available

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.

Includes bibliographical references and indexes.

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.

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