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Home > Business and Economics Books > Economics > Econometrics and economic statistics > Econometrics: Theoretical Foundations and Empirical Perspectives
Econometrics: Theoretical Foundations and Empirical Perspectives

Econometrics: Theoretical Foundations and Empirical Perspectives


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About the Book

The book covers both the theory and the applications aspects of econometric theory with reference to India/developing countries. It is comprehensive in its coverage of topics, contains exercises and solved examples and uses applications, detailed illustrative examples from the Indian economy, and data, both from India and the West. Twenty-three chapters spread over eight parts take students from methodology to the statistical foundations and then lead into general models, advanced econometrics, and the newer areas of study.

Table of Contents:
Preface PART I: Foundations of Probability: Chapter I, Approaches to Inference and Probability, Chapter II, Mathematical Preliminaries Chapter III, Elements of Modern Probability Theory Chapter IV, Measure Theory and Lebesgue Integration Chapter V, Random Variables and Distribution Functions Chapter VI, Moments, Generating Functions and Cumulants Chapter VII, Asymptotic Theory: PART II : Classical Inference Chapter VIII Estimation Theory Chapter IX, Hypothesis Testing PART III: The General Model, Chapter X, Linear Statistical Inference ChapterXI, Special Problems relating to the General Linear Model Chapter XII, Simultaneous Equation Models Chapter XIII Stochastic Processes Chapter XIV, Time-series I : Time domain Chapter XV, Time-series II: Frequency domain PART V: Bayesian Inference and Decision Theory Chapter XVI, Bayesian Inference Chapter XVII: Statistical Decision Theory Chapter XVIII, Qualitative Dependent Variables Chapter XIX Distributed Lag Models Chapt erXX, Miscellaneous Topics PART VI: Advanced Time Series Methods Chapter XXI, Recent Developments ChapterXXII, Multiple and Nonlinear Time series Models PART VII, Chapter XXIII, Unit Roots and Cointegration, ChapterXXIV, Causality and Exogeneity References.


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Product Details
  • ISBN-13: 9780195647907
  • Publisher: OUP India
  • Publisher Imprint: OUP India
  • Language: English
  • Sub Title: Theoretical Foundations and Empirical Perspectives
  • ISBN-10: 0195647904
  • Publisher Date: 01 Mar 2006
  • Binding: Hardback
  • Returnable: N
  • Weight: 1160 gr


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