Open AccessPosted Content
Introductory Econometrics for Finance
TLDR
The third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time as discussed by the authors.Abstract:
This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.read more
Citations
More filters
Journal ArticleDOI
An International Analysis of Earnings, Stock Prices and Bond Yields
TL;DR: In this paper, the authors assess the possible contemporaneous relationship between stock index prices, earnings and long-term government bond yields for a large number of countries and over a time period that spans several decades.
Posted Content
Detecting and interpreting financial stress in the euro area1
TL;DR: In this article, the authors discuss the performance of a financial stress indicator with a specific focus on the euro area, which is able to efficiently extract information from an otherwise noisy signal and provide information about the level of stress in the markets.
Journal ArticleDOI
The Asian crisis and calendar effects on stock returns in Thailand
TL;DR: The conclusion is that the inclusion of calendar effects improves the forecast accuracy.
Journal ArticleDOI
Determinants of the Adoption of Climate-Smart Agricultural Practices by Small-Scale Farming Households in King Cetshwayo District Municipality, South Africa
TL;DR: In this article, the authors argue that climate change-related education through improved extension contact and exposure to mass media can strengthen integrated farm activities that bolster farm income, and that farmer associations or groups should be given adequate attention to facilitate CSA adoption as a means to climate change mitigation and resilience.
Journal ArticleDOI
Urinary Benzene Biomarkers and DNA Methylation in Bulgarian Petrochemical Workers: Study Findings and Comparison of Linear and Beta Regression Models
Wei Jie Seow,Angela Cecilia Pesatori,Emmanuel Dimont,Peter B. Farmer,Benedetta Albetti,Adrienne S. Ettinger,Valentina Bollati,Claudia Bolognesi,Paola Roggieri,Teodor Panev,Tzveta Georgieva,Domenico Franco Merlo,Pier Alberto Bertazzi,Andrea A. Baccarelli +13 more
TL;DR: This study showed statistically significant but weak associations of LINE-1 and p15 hypomethylation with SPMA in Bulgarian petrochemical workers and showed that beta-regression is more appropriate than OLS regression for fitting methylation data.
References
More filters
Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Estimating the dimension of a model
TL;DR: In this paper, the problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion.
Journal ArticleDOI
The Pricing of Options and Corporate Liabilities
Fischer Black,Myron S. Scholes +1 more
TL;DR: In this paper, a theoretical valuation formula for options is derived, based on the assumption that options are correctly priced in the market and it should not be possible to make sure profits by creating portfolios of long and short positions in options and their underlying stocks.
Book
Econometric Analysis of Cross Section and Panel Data
TL;DR: This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001).
Journal ArticleDOI
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
TL;DR: In this article, a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic is presented, which does not depend on a formal model of the structure of the heteroSkewedness.