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Principles of Econometrics

Theory and Applications

  • Textbook
  • © 2024

Overview

Authors:
  1. Valérie Mignon

    1. EconomiX-CNRS, University of Paris Nanterre, Nanterre Cedex, France

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  • Teaches the basics of econometrics
  • Employs a pedagogical and easy-to-follow style
  • Presents examples and empirical applications using existing econometric and statistical software

Part of the book series: Classroom Companion: Economics (CCE)

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xvii
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  2. Introductory Developments

    • ValĂ©rie Mignon
    Pages 1-26

  3. The Simple Regression Model

    • ValĂ©rie Mignon
    Pages 27-103

  4. The Multiple Regression Model

    • ValĂ©rie Mignon
    Pages 105-170

  5. Heteroskedasticity and Autocorrelation of Errors

    • ValĂ©rie Mignon
    Pages 171-221

  6. Problems with Explanatory Variables: Random Variables, Collinearity, and Instability

    • ValĂ©rie Mignon
    Pages 223-264

  7. Distributed Lag Models

    • ValĂ©rie Mignon
    Pages 265-285

  8. An Introduction to Time Series Models

    • ValĂ©rie Mignon
    Pages 287-349

  9. Simultaneous Equations Models

    • ValĂ©rie Mignon
    Pages 351-377

  10. Back Matter

    Pages 379-406
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Keywords

About this book

This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing a pedagogical and easy-to-follow style, the book puts into practice the various concepts presented, such as statistics, tests, and methods, among others. Numerous examples and empirical applications using existing econometric and statistical software are given after each theoretical presentation.


The book addresses students at the undergraduate and graduate levels in economics and management, as well as students of engineering and business schools. It will further appeal to professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find practical solutions to the different problems they are confronted with.

Authors and Affiliations

  • EconomiX-CNRS, University of Paris Nanterre, Nanterre Cedex, France

    Valérie Mignon

About the author

Valérie Mignon is a Professor of Economics at the University of Paris Nanterre, France, a Researcher at EconomiX-CNRS, the President of the Economics section of the French National Council of Universities, and a Scientific Advisor at CEPII. She teaches econometrics in the third year of the bachelor’s degree, in the second year of the master's degree, and at the doctoral level. Her research work, with econometric content, is mainly focused on macroeconomics, finance, international macroeconomics and finance, and energy, fields in which she has published numerous articles and books.

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