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 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
This is the first textbook to teach introductory econometrics to finance majors. The text is data- and problem-driven, giving students the skills to estimate and interpret models, whilst having an intuitive grasp of the underlying theoretical concepts. The approach of Dr Brooks, based on the successful course he teaches at the Cass Business School, one of Europe's leading business schools, ensures that the text focuses squarely on the needs of finance students, including advice on planning and executing a project in empirical finance. The book assumes no prior knowledge of econometrics, and covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods. It includes detailed examples and case studies from the finance literature. Sample instructions and output from two popular and widely available computer packages (EViews and WinRATS) are presented as an integral part of the text.
The Gothic Revival The first comprehensive book on the whole scope of the Gothic Revival.The first book to deal comprehensively with the whole scope of the Gothic Revival Reveals the layers of meaning that Gothic held for its many reinventors Examines why Gothic became a dominant cultural and architectural force not only in 19th-century Britain but across Europe, in the United States and in the countries of the British Empire Discusses poetry and fiction, painting and sculpture, movies and video games, Gothic music and Gothic punk as well as buildings Chris Brooks lectures on Victorian culture at Exeter University's School of English. He is also Chairman of the Victorian Society, a Trustee of the Albert Memorial, and a member of English Heritage's Cathedrals and Churches Advisory Committee. He has written and edited several books, including Signs for the Times: Symbolic Realism in the Mid-Victorian World.