**Financial Econometrics**

by Roman Kozhan

**Publisher**: BookBoon 2009**ISBN-13**: 9788776814274**Number of pages**: 116

**Description**:

The aim of this textbook is to provide a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by empirical examples of how they can be implemented in EViews. This book is written as a compendium for undergraduate and graduate students in economics and finance.

Download or read it online for free here:

**Download link**

(4MB, PDF)

## Similar books

**Econometrics**

by

**Bruce E. Hansen**-

**University of Wisconsin**

Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study of tools and methods for applied econometric applications. This is a first-year Ph.D. econometrics textbook.

(

**10874**views)

**Efficient Estimation With A Priori Information**

by

**Thomas J. Rothenberg**-

**Yale University Press**

This book presents an attempt at unifying certain aspects of econometric theory by embedding them in a more general statistical framework. The unifying feature is the use of a priori information and the basic tool is the Cramer-Rao inequality.

(

**6132**views)

**Urban Travel Demand: A Behavioral Analysis**

by

**Tom Domencich, Daniel L. McFadden**-

**North-Holland Publishing**

'Urban Travel Demand' develops a theory of demand for populations of individual economic consumers which we believe is a logical and natural generalization of traditional theory to encompass choice among discrete alternatives.

(

**9286**views)

**Statistical Tools for Economists**

by

**Daniel McFadden**-

**University of California, Berkeley**

The contents: Economic Analysis and Econometrics; Analysis and Linear Algebra in a Nutshell; Probability Theory in a Nutshell; Limit Theorems in Statistics; Experiments, Sampling, and Statistical Decisions; Estimation; Hypothesis Testing.

(

**16255**views)