This book, due to its multifaceted subject matter and methodological composition, is useful for both undergraduate and postgraduate students.
The seventeen chapters of this book analyze important topics in modern econometrics, such as diagnostic checks, specification and stability tests, Probit, Logit, and Tobit models, the phenomenon of spurious regression, unit root tests, cointegration techniques, ECM models, VAR systems, Granger causality tests, the problem of exogeneity, ARCH, ARCH-M, and GARCH models, panel data models, etc.
Many of the modern econometric techniques discussed in various sections of the book are adopted within the framework of various econometric programs, such as EViews, Gauss, Rats, Microfit, SAS, PcGive, Shazam, etc.
Thus, the content of this book provides undergraduate and postgraduate students with the opportunity to better understand the modern techniques used by various international econometric programs.
