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Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer.

New to this Edition
* Thoroughly updated to reflect current state of economic and financial markets.
* Comprehensive revision of Chapter 9: Regression with Time Series Data: Stationary Variables.
* New content on Kernel Density Fitting and Analysis of Treatment Effects.
* New end-of-chapter questions and problems in each chapter.
* New Primer of Probably and Statistics.

Preface.
Chapter 1 An Introduction to Econometrics.
A Probability Primer.
Chapter 2 The Simple Linear Regression Model.
Chapter 3 Interval Estimation and Hypothesis Testing.
Chapter 4 Prediction, Goodness-of-Fit and Modeling Issues.
Chapter 5 The Multiple Regression Model.
Chapter 6 Further Inference in the Multiple Regression Model.
Chapter 7 Using Indicator Variables.
Chapter 8 Heteroskedasticity.
Chapter 9 Regression with Time Series Data: Stationary Variables.
Chapter 10 Random Regressors and Moment Based Estimation.
Chapter 11 Simultaneous Equations Models.
Chapter 12 Regression with Time Series Data: Nonstationary Variables.
Chapter 13 Vector Error Correction and Vector Autoregressive Models.
Chapter 14 Time-Varying Volatility and ARCH Models.
Chapter 15 Panel Data Models.
Chapter 16 Qualitative and Limited Dependent Variable Models.
Appendix A Review of Math Essentials.
Appendix B Review of Probability Concepts.
Appendix C Review of Statistical Inference.
Appendix D.
Index.

Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets.