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Ecnometrics : theoretical foundations and empirial perspectives

By: Material type: TextTextPublication details: New Delhi; Oxford University Press; 2006Description: 868 pISBN:
  • 9780195647907
Subject(s): DDC classification:
  • 330.028 NAC
Summary: This important new textbook written especially for Indian students, researchers, and teachers comprehensively covers both the theory and the applications aspects of econometrics. It presents a balanced approach to the subject in which the 'how' and 'why'-techniques and programmes as well as empirical illustrations-share an equal emphasis. This book has been developed as a self contained text and assumes only a basic knowledge of algebra and calculus. Its coverage includes: Foundations of Probability and Related Statistical Concepts Classical Inference Linear Regression Models Time Series Models (including VARs and Spectral Analysis) Dynamic Econometric Models (causality, exogeneity, unit roots, and co-integration)
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books Books Gandhi Smriti Library 330.028 NAC (Browse shelf(Opens below)) Available 92982
Total holds: 0

This important new textbook written especially for Indian students, researchers, and teachers comprehensively covers both the theory and the applications aspects of econometrics. It presents a balanced approach to the subject in which the 'how' and 'why'-techniques and programmes as well as empirical illustrations-share an equal emphasis. This book has been developed as a self contained text and assumes only a basic knowledge of algebra and calculus. Its coverage includes: Foundations of Probability and Related Statistical Concepts Classical Inference Linear Regression Models Time Series Models (including VARs and Spectral Analysis) Dynamic Econometric Models (causality, exogeneity, unit roots, and co-integration)

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