By Philip Hans Franses

ISBN-10: 0511042728

ISBN-13: 9780511042720

ISBN-10: 0521520908

ISBN-13: 9780521520904

ISBN-10: 0521817692

ISBN-13: 9780521817691

This ebook is a perfect creation for starting scholars of econometrics that assumes purely uncomplicated familiarity with matrix algebra and calculus. It positive aspects functional questions which are responded utilizing econometric equipment and versions. concentrating on a constrained variety of the main simple and common equipment, the ebook reports the fundamentals of econometrics earlier than concluding with a couple of contemporary empirical case reviews. the amount is an intuitive representation of what econometricians do while confronted with functional questions.

**Read Online or Download A Concise Introduction to Econometrics: An Intuitive Guide PDF**

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**Additional resources for A Concise Introduction to Econometrics: An Intuitive Guide**

**Sample text**

The question whether yesterday’s NYSE returns correlate (or, explain) today’s Amsterdam returns might be answered using the model yt ∼ N(β1 + β2 xt−1 , σ 2 ). 21) which is a time series model. 21) it follows that, once one has estimated the parameters with sample data up till T, a forecast for yT +1 is βˆ 1 + βˆ 2 yT . To summarize This chapter has contained a discussion of a few basic concepts in econometrics, which should provide us with an ability to follow most of the discussion in chapters 3 and 4.

An assignment to predict sales for the next ten years while only three years of annual data are available is possible only if one copies the results for other, say, countries. More data, however, usually also implies more model, in the sense that the econometric model becomes more complicated and the corresponding parameter estimators might become more involved. 4) is more involved than that for the β 2 in the standard regression model. Hence, other data and other models may lead to other estimators.

In chapter 4, I will show what applied econometrics can look like. ” Indeed, many economics departments have one or more academics who specialize in econometrics. Besides teaching and administration, these academics most likely spend their time in trying to develop new econometric models (when they face new practical problems that require such new models), developing new estimation methods (either for existing models, or of course for the new ones), and developing new or better diagnostic tests.

### A Concise Introduction to Econometrics: An Intuitive Guide by Philip Hans Franses

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