Principles of Econometrics: A Modern Approach Using EViews

Sankar Kumar Bhaumik

ISBN 10: 0198098537 / ISBN 13: 9780198098539

Published by OUP, 2015

About this Item

Contents: Preface. 1. Scope and methodology of econometrics. 2. The simple linear regression model. 3. The multiple linear regression model. 4. Heteroskedasticity. 5. Autocorrelation. 6. Multicollinearity. 7. Dummy variables. 8. Distributed lag models. 9. Panel data regression models. 10. Time series econometrics. 11. Simultaneous equations system. General appendix: review of some statistical concepts. Index. Principles of Econometrics: A Modern Approach Using EViews is meant for beginners learning to use econometrics in a variety of fields. Besides presenting the fundamentals of econometric techniques and analysis, it deals with a set of advanced topics, such as panel data models, models with dummy dependent variable, and time series econometrics, which are important for empirical researchers not only in economics, but also other branches of social sciences. This book provides an application 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, the book makes extensive use of data sets drawn from Indian sources 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 of data. Written in lucid language and style, this book presents econometrics as an enjoyable and easy-to-learn subject for students and researchers of a variety of subjects, such as economics, commerce and management.

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Bibliographic Details

• Title: Principles of Econometrics: A Modern Approach Using EViews
• Publisher: OUP
• Publication Date: 2015
• Language: English
• ISBN 10: 0198098537
• ISBN 13: 9780198098539
• Binding: Soft cover
• Edition: 1st Edition
• Condition: New
• Dust Jacket Condition: New

About this title

Synopsis

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 dummy dependent 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 Indian sources 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 book presents 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.

About the Author

Sankar Kumar Bhaumik is Professor at Department of Economics at the University of Calcutta.