Overview

The book covers both the theory and the applications aspects of econometric theory with reference to India/developing countries. It is comprehensive in its coverage of topics, contains exercises and solved examples and uses applications, detailed illustrative examples from the Indian economy, and data, both from India and the West.Twenty-three chapters spread over eight parts take students from methodology to the statistical foundations and then lead into general models, advanced econometrics, and the newer areas of study.

Full Product Details

Author:   M. Nachane
Publisher:   OUP India
Imprint:   OUP India
Dimensions:   Width: 18.40cm , Height: 3.90cm , Length: 24.10cm
Weight:   1.160kg
ISBN:  

9780195647907

ISBN 10:   0195647904
Pages:   600
Publication Date:   01 March 2006
Audience:   College/higher education ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

PREFACE ; PART I: FOUNDATIONS OF PROBABILITY: CHAPTER I, APPROACHES TO INFERENCE AND PROBABILITY, CHAPTER II, MATHEMATICAL PRELIMINARIES ; CHAPTER III, ELEMENTS OF MODERN PROBABILITY THEORY ; CHAPTER IV, MEASURE THEORY AND LEBESGUE INTEGRATION ; CHAPTER V, RANDOM VARIABLES AND DISTRIBUTION FUNCTIONS ; CHAPTER VI, MOMENTS, GENERATING FUNCTIONS AND CUMULANTS ; CHAPTER VII, ASYMPTOTIC THEORY: PART II : CLASSICAL INFERENCE ; CHAPTER VIII ; ESTIMATION THEORY ; CHAPTER IX, HYPOTHESIS TESTING ; PART III: THE GENERAL MODEL, CHAPTER X, LINEAR STATISTICAL INFERENCE ; CHAPTERXI, SPECIAL PROBLEMS RELATING TO THE GENERAL LINEAR MODEL ; CHAPTER XII, SIMULTANEOUS EQUATION MODELS ; CHAPTER XIII STOCHASTIC PROCESSES ; CHAPTER XIV, TIME-SERIES I : TIME DOMAIN ; CHAPTER XV, TIME-SERIES II: FREQUENCY DOMAIN ; PART V: BAYESIAN INFERENCE AND DECISION THEORY ; CHAPTER XVI, BAYESIAN INFERENCE ; CHAPTER XVII: STATISTICAL DECISION THEORY ; CHAPTER XVIII, QUALITATIVE DEPENDENT VARIABLES ; CHAPTER XIX DISTRIBUTED LAG MODELS ; CHAPT ; ERXX, MISCELLANEOUS TOPICS ; PART VI: ADVANCED TIME SERIES METHODS ; CHAPTER XXI, RECENT DEVELOPMENTS ; CHAPTERXXII, MULTIPLE AND NONLINEAR TIME SERIES MODELS ; PART VII, CHAPTER XXIII, UNIT ROOTS AND COINTEGRATION, CHAPTERXXIV, CAUSALITY AND EXOGENEITY ; REFERENCES.

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