Introductory Econometrics for Finance, 3rd Edition

This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Table of Contents

Chapter 1 Introduction
Chapter 2 Mathematical And Statistical Foundations
Chapter 3 A Brief Overview Of Classical Linear Regression
Chapter 4 Further Development Of Classical Linear Regression
Chapter 5 Classical Linear Regression Model Assumptions
Chapter 6 Univariate Time Series Modelling And Forecasting
Chapter 7 Multivariate Models
Chapter 8 Modelling Long-Run Relationships In Finance
Chapter 9 Modelling Volatility And Correlation
Chapter 10 Switching Models
Chapter 11 Panel Data
Chapter 12 Limited Dependent Variable Models
Chapter 13 Simulation Methods
Chapter 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