Econometrics: 1st Edition (Hardback) book cover

Econometrics

1st Edition

By K. Nirmal Ravi Kumar

CRC Press

926 pages | 241 B/W Illus.

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Hardback: 9780367518264
pub: 2020-07-01
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Description

This text provides a unified and broadly accessible presentation of the basic concepts of Econometrics, that are tailored to the needs of every statistician. The concepts are well-explained both with theoretical and statistical backgrounds. The exceptional aspect of this work is due to its clarity and economy of expression and the accessibility of the subject matter to a broad range of scholars and thus, holds a unique position among econometric texts.

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Table of Contents

1. Definitions and Scope of Econometrics 2. Correlation 3. Regression 4.Basic Concepts in Simple (Two variable) Regression Analysis (SLRM) 5. Assumptions of the Classical Linear Regression Model (CLRM) 6. Establishing the criteria for judging the Goodness of the Parameter Estimates 7. Tests of significance of the Parameter estimates and Gauss-Markov theorem 8. Functional Form Specifications of Linear regression model 9. Multiple Linear Regression Model (MLRM) 10. Relaxing the Assumptions of CLRM 11. Multicollinearity 12. Heteroscedasticity 13. Autocorrelation 14. Regression on Dummy Variables, References

About the Author

K. Nirmal Kumar, Head, Acharya N. G. Ranga Agricultural University

Subject Categories

BISAC Subject Codes/Headings:
BUS021000
BUSINESS & ECONOMICS / Econometrics
MAT029000
MATHEMATICS / Probability & Statistics / General
MAT029030
MATHEMATICS / Probability & Statistics / Regression Analysis