000 02275 a2200193 4500
008 130202b xxu||||| |||| 00| 0 eng d
082 _2330.015195
100 _aMEHTA, B.C
_96621
245 _aFUNDAMENTALS OF ECONOMETRICS
_cB. C. MEHTA AND KRANTI KAPOOR
250 _a2
260 _bHIMALAYA PUBLISHING HOUSE
_c1985
_aMUMBAI
300 _a VIII, 496 P.
_bPAPER
505 _aPart 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
520 _a 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.
650 _aECONOMETRICS
_96622
700 _a KAPOOR, KRANTI
_97095
942 _2ddc
_cBK
999 _c29888
_d29888