Principles of Econometrics: A Modern Approach Using EViews

Paperback | February 19, 2015

bySankar Kumar Bhaumik

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Principles of Econometrics: A Modern Approach Using EViews is ideal for beginners in econometrics. It covers the undergraduate syllabi on econometrics taught at universities in India and abroad. Additionally, it introduces some advanced topics, such as panel data models, models with dummydependent variable, and time series econometrics, which are important for empirical researchers in economics and other branches of social sciences. The book provides an applicational perspective to the subject of econometrics. It discusses the most modern tools of econometrics intuitively and uses simple algebra to establish results. For applications of the tools of econometrics, this book makes extensive use of data sets drawn from Indiansources and EViews software package. The steps followed in applications of EViews are systematically described, and the interpretations of results obtained from such applications are provided to help students acquire skills for econometric analysis. Written in lucid language and style, this bookpresents econometrics as an enjoyable and easy-to-learn subject for students of all categories. The book will be especially useful for students and researchers in economics, commerce, and management.

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Principles of Econometrics: A Modern Approach Using EViews is ideal for beginners in econometrics. It covers the undergraduate syllabi on econometrics taught at universities in India and abroad. Additionally, it introduces some advanced topics, such as panel data models, models with dummydependent variable, and time series econometrics...

Sankar Kumar Bhaumik is Professor at Department of Economics at the University of Calcutta.
Format:PaperbackDimensions:496 pages, 9.69 × 7.44 × 0.07 inPublished:February 19, 2015Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198098537

ISBN - 13:9780198098539

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Table of Contents

Lists of Tables, Figures and ScreenshotsPreface1. Scope and Methodology of Econometrics2. The Simple Linear Regression Model3. The Multiple Linear Regression Model4. Heteroskedasticity5. Autocorrelation6. Multicollinearity7. Dummy Variables8. Distributed Lag Models9. Panel Data Regression Models10. Time Series Econometrics11. Simultaneous Equations SystemGeneral Appendix: Review of Some Statistical ConceptsStatistical TablesReferencesIndexAbout the Author