Fundamentals of Econometrics

Student Price : Rs.425

Student Dollar Price : 17$

Library Price : Rs.750

Library Dollar Price : 30$

Book Edition : Second

Year of Publication : 2017

No. Of Pages : 496

Book Weight :718

About The Book

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

About The Author

 Kranti Kapoor, teaches at JNV University, Jodhpur. Active researcher completed two ICSSR sponsored research projects. She has published several research papers in reputed journals and one book Education in India - Growth and Equity Aspects (co-author: B.C. Mehta).

B.C. Mehta, formerly Professor of Economics, M.L. Sukhadia University, Udaipur and Emeritus Professor, JNV University, Jodhpur and visiting fellow at University of Pennsylvania, U.S.A. He has published more than 100 research papers in learned journals and twenty books. His books include Regional Population Growth, Structure of Rajasthan`s Economy: An Input-Output Analysis, Agrarian Relations and Rural Exploitation (co-author: Avadh Prashad); Future Population Pressure and demand for Key Products; Researches in the Structure and growth of Rajasthan`s Economy; Rural Poverty in India; Fertility Behaviour of Tribals in India; Efficiency of Agriculture in India, Education in India (co-author: Kranti Kapoor); Elementary Mathematics for Use in Economics (co-author: Madnani); Mathematics for Economists (co-author: Madnani); Mathematical Economics: Microeconomic Models.

Book Reviews

Login Form
Username:
Password: