Econometrics : theoretical foundations and empirical perspectives / Dilip M. Nachane - New Delhi : Oxford University Press, c2006. - xv, 868 p. : ill. ; 24 cm. - Oxford textbooks .

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

eng

9780195647907 TZS 15,850.244 0195647904

Econometrics

330.015195 NAC