This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key
Features: * Thoroughly revised & updated including two new chapters on panel data & limited dependent variable models * Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae giving students the skills & confidence to estimate & interpret models * Detailed examples & case studies from finance show students how techniques are applied in real research * Sample instructions & output from the popular computer package EViews enable students to implement models themselves & understand how to interpret results * Gives advice on planning & executing a project in empirical finance preparing students for using econometrics in practice * Covers important modern topics such as time-series forecasting volatility modelling switching models & simulation methods * Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.