Econometric models and economic forecasts /
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| Author / Creator: | Pindyck, Robert S. |
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| Edition: | 4th ed. |
| Imprint: | Boston, Mass. : Irwin/McGraw-Hill, c1998. |
| Description: | xx, 634 p. : ill. ; 25 cm. + 1 computer disk (3 1/2 in.) |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4405134 |
| Summary: | This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new material on descriptive statistics, a new chapter on non-linear and maximum likelihood estimation with a section on ARCH and GARCH models and a new test for heterosedasticity and use of panel data. |
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| Physical Description: | xx, 634 p. : ill. ; 25 cm. + |
| Format: | System requirements for accompanying computer disk: IBM PC; Microsoft Windows 3.1 or higher. |
| Bibliography: | Includes bibliographical references and indexes. |
| ISBN: | 0070502080 0079132928 |
