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A Concise Introduction to Econometrics

A Concise Introduction to Econometrics

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Published by: A.R.Khan on Jun 19, 2012
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A Concise Introduction to Econometrics
InthisshortandverypracticalintroductiontoeconometricsPhilip Hans Franses guides the reader through the essentialconcepts of econometrics. Central to the book are practicalquestions in various economic disciplines, which can be an-swered using econometric methods and models. The bookfocuses on a limited number of the essential, most widelyusedmethods,beforegoingontoreviewthebasicsofecono-metrics.Thebookendswithanumberofcasestudiesdrawnfrom recent empirical work to provide an intuitive illustra-tion of what econometricians do when faced with practicalquestions.ThroughoutthebookFransesemphasizestheim-portanceofspecification,evaluation,andimplementationofmodels appropriate to the data.Assuming basic familiarity only with matrix algebra andcalculus, the book is designed to appeal as either a shortstand-alone introduction for students embarking on an em-pirical research project or as a supplement to any standardintroductory textbook.P
HILIP
H
ANS
F
RANSES
isProfessorofAppliedEconometricsand Professor of Marketing Research at Erasmus University,Rotterdam.Hehaspublishedarticlesinleadingjournalsandserves on a number of editorial boards, and has authoredseveral textbooks, including
Non-Linear Time Series Models inEmpirical Finance
(2001, with Dick van Dijk).

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