000			01657cam a2200277 i 4500
005			20260507081213.0
008			140109s2014 nyu b 001 0 eng
020			_a9781107661455 (pbk.)
050	0	0	_aHG173 _b.B76 2014
082	0	0	_a332.01 BRO
100	1		_aBrooks, Chris.
245	1	0	_aIntroductory econometrics for finance / _cChris Brooks, The ICMA Centre, Henley Business School And University of Reading.
250			_aThird edition.
264		1	_aCambridge ; _bCambridge University Press, _c2014.
300			_axxiv, 716 p. ; _c25 cm
365			_bRS.4878
505			_aCONTENTS 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
650		0	_aFinance
650		0	_aModels
650		0	_aEconometrics.
700			_aThe ICMA centre
700			_aHenley Business School
700			_aUniversity of Reading
942			_2ddc _cBK
999			_c37272 _d37272