Essential Econometrics - (3rd Edition of the original book)

Author: Gyalat
Publisher:
Publish Date: 2006-09-01
Features: This book has been adjusted and supplemented in its content arrangement, divided into four parts: Part I mainly reviews the basic knowledge of statistical theory, which is very necessary for understanding econometrics; Part II introduces the basic tools of econometrics—linear regression models, which are the starting point and core of the entire econometric theory; Part III discusses several practical problems of linear regression models, i.e., the consequences of relaxing one or more assumptions of the classical linear regression model and their remedies, which are essential for empirical analysis; Part IV introduces some cutting-edge theories of econometrics—co-integration, vector autoregression, and more. This book is not only suitable as an introductory textbook for beginners in econometrics but also serves as an important reference for econometric analysts. The main purpose of the 3rd edition of Essentials of Econometrics is to introduce readers to econometric theory and techniques, striving to help them understand econometric methods through numerous examples, detailed explanations, and abundant exercises. Based on suggestions from students and teachers, the framework of the 3rd edition has been restructured, with many new examples added and computer output results of various software provided where appropriate. This book is primarily aimed at undergraduate students in economics and business management, as well as MBA students, and is also suitable for students in other social and behavioral science disciplines that involve econometric analysis, particularly regression analysis.