Alongside each of the core chapters, the author team have created a set of ready-made lecture slides to be used as a teaching aid throughout the course. All slides can be downloaded in PDF or LaTeX format.
Lecture Slides
Chapter 1 – Introduction
Chapter 2 – Summary statistics and elementary data presentation
Chapter 3 – Basic hypothesis tests
Chapter 4 – An introduction to regression
Chapter 5 – The extra sum of squares principle and regression modelling assumptions
Chapter 6 – Violations of regression modelling assumptions – autocorrelation
Chapter 7 – Violations of regression modelling assumptions – multicollinearity
Chapter 8 – Dummy variable regression models
Chapter 9 – Qualitative response regression models
Chapter 10 – Linear mixed and generalised linear mixed models
Chapter 11 – Non-financial time series models
LaTeX Lecture Slides
Chapter 1 – Introduction
Chapter 2 – Summary statistics and elementary data presentation
Chapter 3 – Basic hypothesis tests
Chapter 4 – An introduction to regression
Chapter 5 – The extra sum of squares principle and regression modelling assumptions
Chapter 6 – Violations of regression modelling assumptions – autocorrelation
Chapter 7 – Violations of regression modelling assumptions – multicollinearity
Chapter 8 – Dummy variable regression models
Chapter 9 – Qualitative response regression models
Chapter 10 – Linear mixed and generalised linear mixed models
Chapter 11 – Non-financial time series models
Chapter 12 – Modelling financial price data
Chapter 13 – ARCH/GARCH models
All accompanying lecture slide figures can be downloaded here.
Order your copy
If you are an instructor considering adopting this book for your course, you can order your inspection copy here; if you are a student, or indeed, anyone else interested in the book, you can buy a copy in print or eBook form here.
