Econometrics

Econometrics

by KUMAR, K. NIRMAL RAVI

Type Book
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This book harbors an updated and standard material on the various aspects of Econometrics. It covers both fundamental and applied aspects and is intended to serve as a basis for a course in Econometrics and attempts at satisfying a need of postgraduate and doctoral students of Economics. It is hoped that, this book will also be worthwhile to teachers, researchers, professionals etc.

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Title Statements

  • Full title :Econometrics

Summary

This book harbors an updated and standard material on the various aspects of Econometrics. It covers both fundamental and applied aspects and is intended to serve as a basis for a course in Econometrics and attempts at satisfying a need of postgraduate and doctoral students of Economics. It is hoped that, this book will also be worthwhile to teachers, researchers, professionals etc.

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Edition Statements

  • Publication Date:2020

Publication Statements

  • Publisher(s):CRC Press
  • Place of Publication:Boca Raton, FL
  • Language:eng
  • Publication Date:2020

The Physical Object

  • Description:895 s.

Edition Identifiers

  • ISBN:9780367518264, 0367518260, 9781003079651, 1003079652
  • oclc:on1182562188

Table of Contents

1. Definitions and Scope of Econometrics -- 2. Correlation -- 3. Regression -- 4.Basic Concepts in Simple (Two variable) Regression Analysis (SLRM) -- 5. Assumptions of the Classical Linear Regression Model (CLRM) -- 6. Establishing the criteria for judging the Goodness of the Parameter Estimates -- 7. Tests of significance of the Parameter estimates and Gauss-Markov theorem -- 8. Functional Form Specifications of Linear regression model -- 9. Multiple Linear Regression Model (MLRM) -- 10. Relaxing the Assumptions of CLRM -- 11. Multicollinearity -- 12. Heteroscedasticity -- 13. Autocorrelation -- 14. Regression on Dummy Variables

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Subjects

Econometrics Économétrie Economics, Mathematical Økonometri Økonomi-lærebøger Statistics

Writers

KUMAR, K. NIRMAL RAVI

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