Book contents
- Frontmatter
- Contents
- List of figures
- List of tables
- List of boxes
- List of screenshots
- Preface to the third edition
- Acknowledgements
- 1 Introduction
- 2 Mathematical and statistical foundations
- 3 A brief overview of the classical linear regression model
- 4 Further development and analysis of the classical linear regression model
- 5 Classical linear regression model assumptions and diagnostic tests
- 6 Univariate time series modelling and forecasting
- 7 Multivariate models
- 8 Modelling long-run relationships in finance
- 9 Modelling volatility and correlation
- 10 Switching models
- 11 Panel data
- 12 Limited dependent variable models
- 13 Simulation methods
- 14 Conducting empirical research or doing a project or dissertation in finance
- Appendix 1 Sources of data used in this book
- Appendix 2 Tables of statistical distributions
- Glossary
- References
- Index
List of tables
- Frontmatter
- Contents
- List of figures
- List of tables
- List of boxes
- List of screenshots
- Preface to the third edition
- Acknowledgements
- 1 Introduction
- 2 Mathematical and statistical foundations
- 3 A brief overview of the classical linear regression model
- 4 Further development and analysis of the classical linear regression model
- 5 Classical linear regression model assumptions and diagnostic tests
- 6 Univariate time series modelling and forecasting
- 7 Multivariate models
- 8 Modelling long-run relationships in finance
- 9 Modelling volatility and correlation
- 10 Switching models
- 11 Panel data
- 12 Limited dependent variable models
- 13 Simulation methods
- 14 Conducting empirical research or doing a project or dissertation in finance
- Appendix 1 Sources of data used in this book
- Appendix 2 Tables of statistical distributions
- Glossary
- References
- Index
Summary
- Type
- Chapter
- Information
- Introductory Econometrics for Finance , pp. xv - xviPublisher: Cambridge University PressPrint publication year: 2014