TY  - GEN
AU  - MEHTA, B.C
AU  -  KAPOOR, KRANTI
TI  - FUNDAMENTALS OF ECONOMETRICS
PY  - 1985///
CY  - MUMBAI
PB  - HIMALAYA PUBLISHING HOUSE
KW  - ECONOMETRICS
N1  - Part I : Background

    Introduction
    Probability and Theory of Statistical Inference
    Elements of Matrix Algebra 

Part II : Single Equation Estimation

    The Classical Two Variable Linear Regression Model
    Multivariate Linear Regression Model I : Three Variable Models
    Multivariate Linear Regression Model II : The General Model
    Prediction
    Binary or Dummy Variables 

Part III : Problems in Ordinary Least Square Model

    Specification Errors
    Non-Linearity
    Multicollinearity
    Autocorrelation
    Heteroscedasticity
    Errors in Variables
    Lags
    Some Multivariate Problems and Methods 

Part IV : Simultaneous Equation Models

    Simultaneous Equation Models : Identification
    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

Index


N2  -  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

ER  -