Introduction to Econometrics: Principles and Applications
- ISBN-10
- 8120417194
- ISBN-13
- 9788120417199
- Series
- Introduction to Econometrics
- Pages
- 468
- Language
- English
- Published
- 2015-08-30
- Publisher
- Oxford and IBH Publishing
- Authors
- Madnani G.M.K., G.M.K. Madnani
Description
The primary object of writing this book was to design a text on Econometrics which makes most mathematical demands on students. Going into eighth edition is itself a proof that teachers and students have liked the presentation of the matter in the text keeping the very basic objective in view all through the editions. With the increased demand for empirical content in the text, this edition also includes two appendixes. Estimation of Nonlinear relations & Growth Models; Estimation of Qualitative Models (Extension of Logit & Probit Models) Since problem of model validation is more complicated than its estimation; a new chapter on How to investigate goodness of econometric model has been added in the present edition. Contents: Basic Statistical Theory: Elementary Statistics: A Review / Probability and Related Distributions / Derivation and Properties of Estimators / ANOVA and Regression Analysis / Econometric Principles: Definition and Scope of Econometrics / Simple Regression Estimation and Testing Procedures / Functional Forms of Regression Models and Methods of Estimation / Multiple Regression and Generalised Estimation Methods / Serial Correlation (Autocorrelation) and Heteroscedasticity / Miscellaneous Problems in Regression Analysis / Adhoc Procedures in Regression Analysis (Instrumental and Dummy Variables) / Simultaneous-Equation Models / The Identification Problem / Estimation of Simultaneous-Equation Models / How to Investigate Goodness of Econometric Model / Appendix on Chapter Seven / Appendix on Chapter Eleventh / Selected Bibliography / Statistical Tables / Index
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