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Brooks' Introductory Econometrics for Finance


Table of contents

  1. Introduction
  2. The classical linear regression model
  3. Further development and analysis of the classical linear regression model
  4. Classical linear regression model assumptions and diagnostic tests
  5. Univariate time series modelling and forecasting
  6. Multivariate models
  7. Modelling long-run relationships in finance
  8. Modelling volatility and correlation
  9. Switching models
  10. Panel data
  11. Limited dependent variable models
  12. Simulation methods
  13. Empirical research and doing a project or dissertation
  14. Recent and future developments


ISBN-13: 9780521694681

Publishing date: May 08