Econometric models and economic forecasts /
Robert S. Pindyck, Daniel L. Rubinfeld.
- 4th ed.
- Boston, Mass. : Irwin/McGraw-Hill, c1998.
- xx, 634 p. : ill. ; 25 cm. + 1 computer disk (3 1/2 in.)
Includes bibliographical references and indexes.
The basics of regression analysis; introduction to the regression model; elementary statistics; the two-variable regression model; the multiple regression model; using the multiple regression model; serial correlation and heterosedasticity; instrumental variables and model specification; forecasting with single-equation regression model; risk analysis in investment decision; business valuation and corporate restructuring.
System requirements for accompanying computer disk: IBM PC; Microsoft Windows 3.1 or higher.