HPH Fundamentals of Econometrics by Kranti Kapoor
Econometrics provides a very useful toolbox to researchers in economics, business and management. It also helps in verifying theory, estimating relationshps, prediction, forecasting and project analysis. The present book aims at equipping the students, analysts, researchers and planners with all the requisite methods and tools to the uninitiated. The basics of matrix algebra and statistical concept and methods are introduced first. All the tools of econometrics are first introduced in most elementary form-the two variable model-without the use of matrix algebra. However, ultimately, the most general methods are developed using matrices. A large number of solved exercises have been added.
Content -
1. Introduction
2. Probability and Theory of Statistical Inference
3. Elements of Matrix Algebra
Part II : Single Equation Estimation
1. The Classical Two Variable Linear Regression Model
2. Multivariate Linear Regression Model I : Three Variable Models
3. Multivariate Linear Regression Model II : The General Model
4. Prediction
5. Binary or Dummy Variables
Part III : Problems in Ordinary Least Square Model
1. Specification Errors
2. Non-Linearity
3. Multicollinearity
4. Autocorrelation
5. Heteroscedasticity
6. Errors in Variables
7. Lags
8. Some Multivariate Problems and Methods
Part IV : Simultaneous Equation Models
1. Simultaneous Equation Models : Identification
2. Simultaneous Equation Models : Estimation
Appendix : Use of Computer Packages in Econometric Computations
Part V : Exercises
A : Simple Equation Models
B : Simultaneous Equation Models
Statistical and Mathematical Tables
Bibliography
Product Name | HPH Fundamentals of Econometrics by Kranti Kapoor |
---|---|
Author | Kranti Kapoor |
Entrance & College Books | Text Books |
Binding | Paperback |
Display Weight | 718 |
Publisher | Himalaya Publication House |
Subject : College Books | Economics |
HSN Code | 4901 |
Company Details | Published by Himalaya Publication House.. Address "Pooja Apartments",4-B Murari Lal Street, Ansari Road, Darya Ganj, New Delhi - 110 002 In case of any queries regarding products please call at (011) 23270392, 23278631 or Email :- himpub@bharatmail.co.in |