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
Production Economics: A Dual Approach to Theory and Applicationsby Melvyn Fuss, Daniel L. McFadden - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
(8098 views)
The Elements of Input-Output Analysisby William H. Miernyk - Random House Inc
This volume is designed to give the reader an understanding of how the input-output system works; it is not a guide to the construction of an interindustry transactions table. Most of this book deals with a static, open input-output model.
(6448 views)
Lectures in Quantitative Economicsby Thomas J. Sargent, John Stachurski - QuantEcon
This website presents a series of lectures on quantitative economic modeling. From the table of contents: Data and Empirics; Tools and Techniques; Dynamic Programming; Multiple Agent Models; Time Series Models; Dynamic Programming Squared.
(1885 views)
Introduction to Python for Econometrics, Statistics and Numerical Analysisby Kevin Sheppard
Python is a widely used general purpose programming language, which happens to be well suited to Econometrics and other more general purpose data analysis tasks. These notes provide an introduction to Python for a beginning programmer.
(19547 views)