This textbook by Christiaan Heij offers a thorough introduction to econometric methods, aimed at students and researchers in economics and business administration. It covers fundamental techniques and the creative process of model development, with special attention to regression, choice data, and time series.
Overview
The book combines theory and practice with a learn-by-doing approach and covers basic econometric methods such as regression, maximum likelihood, and generalized method of moments. Further depth is provided in econometrics and the analysis of choice data, as well as time series, including vector autoregressions and panel data.
Practical examples and exercises support active learning and demonstrate the applicability of econometric methods in modern business and economic issues. The textbook offers concise text sections, clear summaries, exercises, and online supporting materials. Theory and derivations are marked for advanced students.
Product specifications
- Author: Christiaan Heij (Associate Professor at the Econometric Institute)
- Publisher: Oxford University Press
- Publication date: 2004-03-25
- Number of pages: 816
- ISBN: 9780199268016
- Topic: Econometrics and economic statistics
- BISAC: BUSINESS & ECONOMICS / Econometrics
About the authors
Christiaan Heij is Associate Professor at the Econometric Institute of Erasmus University Rotterdam, specializing in econometrics and statistics.
Paul de Boer is Assistant Professor at the Econometric Institute of the same university and focuses on econometrics and statistics.
Philip Hans Franses, Professor of Applied Econometrics and Marketing Research, publishes internationally on time series analysis and empirical finance.
Teun Kloek, Professor Emeritus of Econometrics, is known for his contributions to theoretical and applied econometrics.