Econometrics
Theoretical Foundations and Empirical Perspectives
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Product details:
- Publisher OUP India
- Date of Publication 19 October 2006
- ISBN 9780195647907
- Binding Paperback
- No. of pages884 pages
- Size 241x184x39 mm
- Weight 1293 g
- Language English 0
Categories
Short description:
This textbook covers both the theory and the applications aspects of econometrics for identifying and formulating answers to practical questions. Aimed at Indian students at the post-graduate level , this is a comprehensive volume in its coverage of topics, assumes knowledge of advanced undergraduate algebra, contains exercises and solved examples, and uses applications from the Indian economy and data from both India and the West.
MoreLong description:
The book covers both the theory and the applications aspects of econometric theory with reference to India/developing countries. It is comprehensive in its coverage of topics, contains exercises and solved examples and uses applications, detailed illustrative examples from the Indian economy, and data, both from India and the West.
Twenty-three chapters spread over eight parts take students from methodology to the statistical foundations and then lead into general models, advanced econometrics, and the newer areas of study.
Table of Contents:
Preface
PART I: Foundations of Probability: Chapter I, Approaches to Inference and Probability, Chapter II, Mathematical Preliminaries
Chapter III, Elements of Modern Probability Theory
Chapter IV, Measure Theory and Lebesgue Integration
Chapter V, Random Variables and Distribution Functions
Chapter VI, Moments, Generating Functions and Cumulants
Chapter VII, Asymptotic Theory: PART II : Classical Inference
Chapter VIII
Estimation Theory
Chapter IX, Hypothesis Testing
PART III: The General Model, Chapter X, Linear Statistical Inference
ChapterXI, Special Problems relating to the General Linear Model
Chapter XII, Simultaneous Equation Models
Chapter XIII Stochastic Processes
Chapter XIV, Time-series I : Time domain
Chapter XV, Time-series II: Frequency domain
PART V: Bayesian Inference and Decision Theory
Chapter XVI, Bayesian Inference
Chapter XVII: Statistical Decision Theory
Chapter XVIII, Qualitative Dependent Variables
Chapter XIX Distributed Lag Models
Chapt
erXX, Miscellaneous Topics
PART VI: Advanced Time Series Methods
Chapter XXI, Recent Developments
ChapterXXII, Multiple and Nonlinear Time series Models
PART VII, Chapter XXIII, Unit Roots and Cointegration, ChapterXXIV, Causality and Exogeneity
References.
