Principles of Econometrics

Theory and Applications
Erscheinungsjahr 2025
ISBN: 978-3-031-52537-7
Verlag: Springer Nature Switzerland

Buch, Englisch, 406 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 639 g

Reihe: Classroom Companion: Economics

This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing a pedagogical and easy-to-follow style, the book puts into practice the various concepts presented, such as statistics, tests, and methods, among others. Numerous examples and empirical applications using existing econometric and statistical software are given after each theoretical presentation.
The book addresses students at the undergraduate and graduate levels in economics and management, as well as students of engineering and business schools. It will further appeal to professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find practical solutions to the different problems they are confronted with.

Zielgruppe

Upper undergraduate

Autoren/Hrsg.

Mignon, Valérie

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

Chapter 1. Introductory Developments.- Chapter 2. The Simple Regression Model.- Chapter 3. The Multiple Regression Model.- Chapter 4. Heteroskedasticity and Autocorrelation of Errors.- Chapter 5. Problems With Explanatory Variables.- Chapter 6. Distributed Lag Models.- Chapter 7. An Introduction to Time Series Models.- Chapter 8. Simultaneous Equations Models.

Über Autor(innen)

Valérie Mignon is a Professor of Economics at the University of Paris Nanterre, France, a Researcher at EconomiX-CNRS, the President of the Economics section of the French National Council of Universities, and a Scientific Advisor at CEPII. She teaches econometrics in the third year of the bachelor’s degree, in the second year of the master's degree, and at the doctoral level. Her research work, with econometric content, is mainly focused on macroeconomics, finance, international macroeconomics and finance, and energy, fields in which she has published numerous articles and books.