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|
 | Econometric Models and Economic Forecasts, 4th Edition
|
 | | Robert S Pindyck, Massachusetts Institute of Tech
Daniel L Rubinfeld, UNIV OF CALIF-BERKELEY
| | Hardcover with disk | | ©1998, ISBN-13 9780079132925 | |
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| | | Description |
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.
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 | New Features |
Book restructured into four (previously three) parts.
Part One now introduces the multiple regression model and chapter 2 has new material on descriptive statistics.
Part Two now covers single-equation regression models
New chapter (10) on nonlinear and maximum-likelihood estimation with a section on ARCH and GARCH models. New tests for heteroscedasticity (ch.6) and use of panel data (ch.9).
Part Three has revised exposition and a small macroeconomic model in an Appendix.
Four Four includes a revised treatment of time-series analysis. Chapter 18 combines two chapters from the 3/e on estimation and forecasting with time-series models.
Data for examples included in text or in IM. Now data also provided in a diskette which comes with the book.
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| Components included in this package |
 | |  | | Disk to accompany Econometric Models and Economic Forecasts, 1st Edition
BARTOL, | | 3.5-in. diskette | | ©1988, ISBN-13 9780078480430 | |
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| |  | | Econometric Models and Economic Forecasts (Text alone), 4th Edition
Robert S Pindyck, Massachusetts Institute of Tech
Daniel L Rubinfeld, UNIV OF CALIF-BERKELEY | | Hardcover, 656 pages | | ©1998, ISBN-13 9780070502086 | |
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