Introductory Econometrics for Finance

by Chris Brooks

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key €¢ Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models €¢ Problem-solving 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 time-series forecasting, volatility modelling, switching models and simulation methods €

Genres: Finance, Economics, Textbooks, Mathematics

674 pages, Hardcover

First published January 1, 2002

Reviews

[Tserennadmid Gantumur · Rating 5 out of 5]

One of my favourite textbooks.
It not only explains everything in details but also gives a guidance on usage of software package - Eviews. Can be used as a complete self-study guidance.
Read the chapters needed for my quantitative methods class, but expecting to come back to that book soon when I have another econometrics related module.

[Rens van Steenes · Rating 5 out of 5]

Best book ever.

[Gianti · Rating 4 out of 5]

ultimate guidance for my final paper..