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Econometric Methods with Applications in Business and Economics

Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek & Herman K. van Dijk

Econometric Methods with Applications in Business and Economics
Econometric Methods with Applications in Business and Economics

Econometric Methods with Applications in Business and Economics

Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek & Herman K. van Dijk

Hardback / gebonden | Engels
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€ 129,50
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Omschrijving

Providing an understanding and experience of econometrics, this book covers basic econometric methods and addresses the creative process of model building. Using examples and exercises, it focuses on regression and covers choice data and time series data. It is aimed at undergraduate students, new graduate students, and applied researchers.

'. . . students will find the contents of this book to be a very helpful guide . . . Because of its wide coverage and careful presentation the book should be useful for a diverse group of students in many countries and interested in a variety of areas of applications.'

'Most econometric texts can be described as either primarily theoretical or primarily applied. This is the first text I've seen that does a really nice job of bridging the gap between the two in a single unified whole. . . . I can strongly recommend this book to anyone desiring a firm understanding of both where econometric methods come from and how they are used in practice.'

'. . . superbly presented, the coverage is thorough, the technical rigour is sensibly balanced, and the empirical examples demonstrate the techniques effectively. The exercises are stimulating, the answers are insightful, and the exposition in the background material is excellent. It will appeal very strongly to researchers, instructors and students'

'. . . a thorough introduction to the basic principles of econometrics . . . The strong link between theory and applications provides great motivation for studying econometrics.'

'. . . meticulously crafted to give an almost seamless transition between learning and doing econometrics . . . There is something here for all students of econometrics.'

Christiaan Heij is Associate Professor at the Econometric Institute of the Erasmus University in Rotterdam and specialises in econometrics and statistics. Paul de Boer is Assistant Professor at the Econometric Institute of the Erasmus University in Rotterdam and specialises in econometrics and statistics. Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research, both at the Erasmus University Rotterdam. He has published in leading international journals on applied econometrics, time series analysis, empirical finance, and marketing research. He is the (co-)author of various books published by Oxford University Press and Cambridge University Press. Teun Kloek is Professor Emeritus of Econometrics at Erasmus University Rotterdam. He has published in leading international journals on econometric theory, applied econometrics and quantitative economics. Herman K. van Dijk is Professor of Econometrics and director of the Econometric Institute of the Erasmus University in Rotterdam. His fields of research are Bayesian Inference and Decision Analysis in Econometrics, Computational Economics, Stochastic Trends and Cycles in Time Series Econometrics and Income Distributions.

Specificaties

  • Uitgever
    Oxford University Press
  • Verschenen
    mrt. 2004
  • Bladzijden
    816
  • Genre
    Econometrie en economische statistieken
  • Afmetingen
    253 x 194 x 46 mm
  • Gewicht
    1735 gram
  • EAN
    9780199268016
  • Hardback / gebonden
    Hardback / gebonden
  • Taal
    Engels

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