This page intentionally left blank Introductory Econometrics for Finance SECOND EDITION This best-selling textbook addresses the need for an introduction to econometrics speci?cally written for ?nance students. It includes examples and case studies which ?nance students will recognise and relate to. This new edition builds on the essful data- and problem-driven approach of the ?rst edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts. Key features: ● Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models ● Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and con?dence to estimate and interpret models ● Detailed examples and case studies from ?nance show students how techniques are applied in real research ● Sample instructions and output from the puter package EViews enable students to implement models themselves and understand how to interpret results ● Gives advice on planning and executing a project in empirical ?nance, preparing students for using econometrics in practice ● Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods ● Thoroughly class-tested in leading ?nance schools Chris Brooks is Professor of Finance at the ICMA Centre, University of Reading, UK, where he also obtained his PhD. He has published over sixty articles in leading academic and practitioner journals including the Journal of Business, the Journal of Banking and Finance, the Journal of Empirical Finance, the Review of Economics and Statistics and the Economic Journal . He is an associate editor of a number of journals including the International Journal of Forecasting . He has also acted as consultant for various banks and professional bodies in the ?elds of ?nance, econometrics and real e
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