Econometric Models and Economic Forecasts

Authors

Robert S. Pindyck
Daniel L. Rubinfeld, New York University School of LawFollow

Files

Description

This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new material on descriptive statistics, a new chapter on non-linear and maximum likelihood estimation with a section on ARCH and GARCH models and a new test for heterosedasticity and use of panel data

Publication Date

1998

Edition

4

Recommended Citation

Pindyck, Robert S. and Rubinfeld, Daniel L., "Econometric Models and Economic Forecasts" (1998). Faculty Books & Edited Works. 601.
https://gretchen.law.nyu.edu/fac-books-edited-works/601