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Product DescriptionThis 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 emphasising intuition rather than formulae, 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

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