Brooks' Introductory Econometrics for Finance

About the book

This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. It includes examples and case studies which finance students will recognise and relate to. This new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.

Key features

• 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, as well as helping them to understand concepts within relevant financial contexts
• 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
• Thoroughly class-tested in leading finance schools