List Price $50.00, Estima's Price $37.00 (Paperback)
From the publisher’s description:
The first textbook to teach introductory econometrics to finance majors. The text is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. Its easy-to-follow style and numerous examples and case studies make this the most accessible book in this area, and the best starting-point for non-specialists.
The text incorporates sample instructions and output from WinRATS so that readers can understand right away how to implement the techniques in practice. The approach is based on successful courses taught by Dr. Brooks at the ICMA centre, one of Europe’s leading finance schools, ensuring that the text focuses squarely on the needs of students of finance, including advice on planning and executing a project in empirical finance.
The book assumes no prior knowledge of econometrics, and covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods. It includes detailed examples and case studies, and web-based supporting materials are available free of charge.
Plus: References; Appendix: review of matrix algebra, calculus and probability theory; Statistical tables.