Econometrics : theoretical foundations and empirical perspectives / Dilip M. Nachane

By:

Nachane, Dilip M

Material type: Text

TextSeries: Oxford textbooksPublication details: New Delhi : Oxford University Press, c2006.Description: xv, 868 p. : ill. ; 24 cmISBN:

9780195647907
0195647904

Subject(s):

Econometrics

DDC classification:

330.015195 NAC

Contents:

Foundations of probability and related statistical concepts Introduction Mathematical preliminaries Axiomatic approach to probability Elements of measure theory and lebesgue integration Random variables and distribution functions Moments, generating functions and cumulants Classical inference Asymptotic theory Estimation theory Hypothesis testing theory Linear regression models Single equation models General linear model relaxation of assumptions (part I) General linear model relaxation of assumptions (part II) Simultaneous equation models Time series models (including VARs and spectral analysis) Time series analysis (Box-Jenkins methods) Univariate spectral analysis Time series analysis : further topics Multivariate time series modelling Dynamic econometric methods (including causality, exogeneity, unit roots, and cointegration) Forecasting theory and methods Causality and exogeneity Unit roots and fractional differencing Cointegration A methodological epilogue

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. Developed as a self-contained text and assumes only a basic knowledge of algebra and calculus."--Jacket

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	330.015195 NAC (Browse shelf(Opens below))	1	Available		0060457

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Includes index

Foundations of probability and related statistical concepts
Introduction
Mathematical preliminaries
Axiomatic approach to probability
Elements of measure theory and lebesgue integration
Random variables and distribution functions
Moments, generating functions and cumulants
Classical inference
Asymptotic theory
Estimation theory
Hypothesis testing theory
Linear regression models
Single equation models
General linear model
relaxation of assumptions (part I)
General linear model
relaxation of assumptions (part II)
Simultaneous equation models
Time series models (including VARs and spectral analysis)
Time series analysis (Box-Jenkins methods)
Univariate spectral analysis
Time series analysis : further topics
Multivariate time series modelling
Dynamic econometric methods (including causality, exogeneity, unit roots, and cointegration)
Forecasting theory and methods
Causality and exogeneity
Unit roots and fractional differencing
Cointegration
A methodological epilogue

"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. Developed as a self-contained text and assumes only a basic knowledge of algebra and calculus."--Jacket

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