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Applied Econometric Time Series
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Applied Econometric Time SeriesApplied Econometric Time Series

The material covered in the book includes concepts of linear regression, univariate and multivariate time series modelling and their implementation in EViews. Chapter 1 briefly introduces commands, structure and programming language of the EViews package. Chapter 2 provides an overview of the regression analysis and its inference. Chapters 3 to 5 cover some topics of univariate time series analysis including linear models, GARCH models of volatility, unit root tests. Chapter 6 introduces modelling of multivariate time series.
 
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Tags: Chapter, series, modelling, analysis, EViews, Series, Econometric
ARCH Models for Financial Applications
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ARCH Models for Financial ApplicationsARCH Models for Financial Applications

Autoregressive Conditional Heteroskedastic (ARCH) processes are used in finance to model asset price volatility over time. This book introduces both the theory and applications of ARCH models and provides the basic theoretical and empirical background, before proceeding to more advanced issues and applications. The Authors provide coverage of the recent developments in ARCH modelling which can be implemented using econometric software, model construction, fitting and forecasting and model evaluation and selection.
 
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Tags: model, applications, implemented, using, econometric, Models, Applications, Financial
The Econometric Modelling of Financial Time Series
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The Econometric Modelling of Financial Time SeriesThe Econometric Modelling of Financial Time Series

Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade.
 
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Tags: graduate, financial, co-authored, Raphael, Markellos, Econometric, Series, Financial
Introductory Econometrics: A Modern Approach, 4th Edition
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Introductory Econometrics: A Modern Approach, 4 editionIntroductory Econometrics: A Modern Approach, 4 edition

INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e illustrates how empirical researchers think about and apply econometric methods in real-world practice. The text's unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering questions in business, policy evaluation, and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices.
 
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Tags: econometric, approach, clutter, reduces, introducing, Introductory, Approach, Econometrics
Econometrics, Vol. 1: Econometric Modeling of Producer Behavior
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Econometrics, Vol. 1: Econometric Modeling of Producer BehaviorEconometrics, Vol. 1: Econometric Modeling of Producer BehaviorThe objectives of econometric modeling of producer behavior are to determine the nature of substitution among inputs and outputs and of differences in technology, as well as the role of economies of scale in production. Recent advances in methodology, based on the dual formulation of the theory of production in terms of prices, have enabled econometricians to achieve these objectives more effectively.

 
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Tags: production, objectives, prices, enabled, terms, Econometrics, production, Producer, Econometric, Econometrics