Introductory Econometrics for Finance 4th Edition By Chris Brooks
eBook[PDF]

Introductory Econometrics for Finance 4th Edition By Chris Brooks

$30.00
✓ Secure checkout
✓ Instant digital download
✓ PDF document

Document details

Pages
891
File size
11.43 MB
Format
Digital PDF
Category
eBook[PDF]
About this ebook
The 4th Edition of Introductory Econometrics for Finance by Chris Brooks covers a comprehensive range of topics tailored specifically for financial modeling and empirical research. It bridges fundamental statistical theory with advanced time-series and panel data methodologies. [1, 2, 3, 4]
➡️ Foundational Tools & Linear Regression
    • Introduction and mathematical foundations: Core mathematical concepts needed for finance.
    • Statistical foundations and dealing with data: Basic statistics and data structures.
    • Overview of classical linear regression: Simple two-variable regression mechanics.
    • Further development of classical linear regression: Multiple regression models and hypothesis testing.
    • Classical linear regression model assumptions: Diagnostic testing and violations like hetercedasticity. [1, 2, 3]
➡️ Time-Series & Volatility Modeling
    • Univariate time-series modeling and forecasting: ARMA, ARIMA, and forecasting techniques.
    • Multivariate models: VAR models, causality tests, and simultaneous equations.
    • Modelling volatility and correlation: ARCH, GARCH, and EGARCH modeling framework.
    • Long-run relationships in finance: Cointegration testing and error correction models. [1, 2, 3]
➡️ Advanced Econometric Methods
  • Switching and state space models: Markov switching models and the Kalman filter.
  • Panel data: Fixed effects, random effects, and poolings.
  • Limited dependent variable models: Logit, probit, and tobit modeling structures.
  • Simulation methods: Monte Carlo simulations and bootstrapping.
  • Additional econometric techniques: Extreme value theory and Generalized Method of Moments (GMM).
  • Conducting empirical research: Step-by-step guidance on planning financial projects. [1, 2, 3, 4, 5]

File included

PDF
tmpphprU7KqC 11.43 MB

Topics

ARCH GARCH and EGARCH modeling framework. ARMA ARIMA and forecasting techniques. Basic statistics and data structures. causality tests and simultaneous equations Cointegration testing and error correction models Core mathematical concepts needed for finance Diagnostic testing and violations like hetercedasticity Extreme value theory and Generalized Method of Moments (GMM) Limited dependent variable models: Logit probit and tobit modeling structures. Markov switching models and the Kalman filter. Monte Carlo simulations and bootstrapping. Multiple regression models and hypothesis testing Multivariate models: VAR models Panel data: Fixed effects random effects and poolings. Simple two-variable regression mechanics Step-by-step guidance on planning financial projects.
Related ebooks