02061nam a22002177a 4500
9780195647907
TZS 15,850.244
0195647904
MUL
eng
AACR
330.015195 NAC
Nachane, Dilip M.
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
Econometrics
BK
9418
9418
0
0
0
0
MU0001
MU0001
2009-06-10
R. K. Printing
0
330.015195 NAC
0060457
2023-01-02
1
2023-01-02
BK