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Introductory Econometrics For Finance PDF

Book Description:

Introductory Econometrics For Finance PDF

  • Introduces the popular, powerful and free programming language and software package R
  • Focus: implementation of standard tools and methods used in econometrics
  • Compatible with “Introductory Econometrics” by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation
  • Companion website with full text, all code for download and other goodies

Praise:

  • “A very nice resource for those wanting to use R in their introductory econometrics courses.” (Jeffrey M. Wooldridge)
  • Using R for Introductory Econometrics is a fabulous modern resource. I know I’m going to be using it with my students, and I recommend it to anyone who wants to learn about econometrics and R at the same time.” (David E. Giles in his blog “Econometrics Beat”)

Topics:

  • A gentle introduction to R
  • Simple and multiple regression in matrix form and using black box routines
  • Inference in small samples and asymptotics
  • Monte Carlo simulations
  • Heteroscedasticity
  • Time series regression
  • Pooled cross-sections and panel data
  • Instrumental variables and two-stage least squares
  • Simultaneous equation models
  • Limited dependent variables: binary, count data, censoring, truncation, and sample selection
  • Formatted reports and research papers combining R with R Markdown or LaTeX

Book Details:

Introductory Econometrics For Finance PDF

Author Florian Heiss
Isbn 1523285133
File size 5.8 MB
Year 2016
Pages 354
Language English
File format PDF
Category Economics

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