Principles of econometrics: a modern approach using eviews

Table of contents

Lists of Tables, Figures, and Screenshots
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
Statistical Tables
References
Index
About the Author

Description

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.