“Econometric Practices in the Financial Science” is aimed to reach its readers with by bringing practice and theory together with the included program practices and literature examples, and thus, to close the gap in this field seen in our country has been targeted. Rather than being explained by formulas, chapters are covered by EViews program which is one of the user-friendly econometrics programs. The book is strived to be written with a clear and plain language, the practices related to chapters are shown with plenty of figures and tables in an understandable way.
The most distinguishing aspect of this book compared to similar ones is that the methods and approaches to be used in research by the reader have been analyzed from a broad perspective, and most importantly, it is a pathfinder for the researchers. Giving of literature examples for the methods and approaches used enriches the work and also exhibits its difference than the similar works.
Book authors are consisted of faculty members doing research in the field of finance and giving lectures in different universities. Although the chapters covered in the book are “basic” chapters, it will be a source to be referenced for bachelor’s, master’s and doctoral degree students studying in the departments of finance, economics, econometrics, insurance and banking in their lessons, assignments, and especially when they are writing their theses.
Chapter Titles in the Book
Stability and Unit Root Tests
Data Transformation
Regression Models
Limited Dependent Variable Models
Vector Autoregressive (Var) Model
Co-integration Analysis Models
Autoregressive Conditional Heteroscedasticity Models
Panel Data Analysis
Being a book that can be used by every bachelor’s, master’s and doctoral degree students and all academicians who would like to do practices in the financial science, we congratulate everyone who contributed in the creation of this work and wish them a continued success, due to the contribution it will provide to the world of science.
