Notice: Course Sharing Network Closure!
The website (www.coursesharing.net) will be closing soon.
Please use up all your credits before "Sun, 18 Oct 2026".
Get 100% bonus credits for all packages.
detail here
Publisher: Cambridge University Press; 2 edition (22 May 2008)
Language: English
ISBN-10: 052169468X
ISBN-13:978-0521694681
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features:
• Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models.
• Problem-solving approach assumes no prior knowledge of econometrics emphasizing intuition rather than formulate, giving students the skills and confidence to estimate and interpret models.
• Detailed examples and case studies from finance show students how techniques are applied in real research.
• Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results.
• Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice.
• Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods.
• Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.
Review
‘Very comprehensive, and it does a sound job of covering the territory.’ The Times Higher Education Supplement
Book Description
This best-selling introduction to econometrics is specifically written for finance students. The new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp of underlying theoretical concepts.
Chris Brooks – Introductory Econometrics for Finance (2nd Ed.), Introductory Econometrics for Finance (2nd Ed.), Chris Brooks.