Using EViews : for principles of econometrics / William E. Griffiths, R. Carter Hill, Guay C. Lim.
Material type:
TextPublisher: Danvers, Masachussets : John Wiley & Sons, 2012Copyright date: ©2012Edition: Cuarta ediciónDescription: xiv, 466 páginas : ilustraciones, gráficas ; 28 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9781118032077Subject(s): Econometría -- Procesamiento electrónico de datos | Análisis de regresión | Minería de datos -- Programas para computador | Modelos econométricos | Modelos matemáticos | Eviews (Programas para computadoras)DDC classification: 330.015195 | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
|
Biblioteca CESA
Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co |
General | 330.015195 / G855 2012 (Browse shelf(Opens below)) | Ej.1 | Checked out | 2024-10-16 | 7109101410 |
Browsing Biblioteca CESA shelves, Shelving location: Piso 1, Collection: General Close shelf browser (Hides shelf browser)
| 330.015195 / E194e Econometric methods with applications in business and economics / | 330.015195 / EJ36e 2014 Ejercicios resueltos de econometría : el modelo de regresión multiple / | 330.015195 / F791m Manual de econometría / | 330.015195 / G855 2012 Using EViews : for principles of econometrics / | 330.015195 / G969e Econometría básica / | 330.015195 / G969e Econometría / | 330.015195 / G969e Econometría / |
Edición 2019 disponible en https://bookshelf.vitalsource.com/#/ (Solicita las credenciales a serviciosbiblioteca@cesa.edu.co)
Incluye índice (463-466)
1. Introduction to EViews 7.1 ; 2. The Simple Linear Regression Model ; 3. Interval Estimation and Hypothesis Testing ; 4. Prediction, Goodness-of-Fit, and Modeling Issues ; 5. The Multiple Linear Regression Model ; 6. Further Inference in the Multiple Regression Model ; 7. Using Indicator Variables 206 8. Heteroskedasticity ; 9. Regression with Time Series Data: Stationary Variables ; 10. Random Regressors and Moment-Based Estimation ; 11. Simultaneous Equations Models ; 12. Regression with Time Series Data: Nonstationary Variables ; 13. Vector Error Correction and Vector Autoregressive Models ; 14. Time-Varying Volatility and ARCH Models ; 15. Panel Data Models ; 16. Qualitative and Limited Dependent Variables
This book is a supplement to Principles of Econometrics, 4th Edition by R. Carter Hill, William E. Griffiths and Guay C. Lim (Wiley, 2011). It is designed for students to learn the econometric software package EViews at the same time as they are using Principles of Econometrics to learn econometrics. Prólogo.
Click on an image to view it in the image viewer
There are no comments on this title.