Econometrics:
Material type: TextPublication details: New Delhi: Oxford University Press, 2006.Description: xv, 868pISBN:- 9780195647907
- 330.015195 NAC
Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Book | IIM Kashipur | 330.015195 NAC (Browse shelf(Opens below)) | Available | 598 |
Includes index.
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. This book has been developed as a self contained text and assumes only a basic knowledge of algebra and calculus. Its coverage includes: Foundations of Probability and Related Statistical Concepts Classical Inference Linear Regression Models Time Series Models (including VARs and Spectral Analysis) Dynamic Econometric Models (causality, exogeneity, unit roots, and co-integration)
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