Econometrics in theory and practice : analysis of cross section, time series and panel data with stata 15.1 / by Panchanan Das
By: Das, Panchanan [Author].
Material type: TextPublisher: Singapore : Springer, 2019.Description: xxvii, 565p. : table ; 24 cm.ISBN: 9789813290181.Subject(s): Economics -- Philosophy and theory -- Scientific principal -- Statistical mathematics -- Data processing -- Computer applications | Economics | StataDDC classification: 330.0151950285Item type | Current library | Call number | Status | Notes | Date due | Barcode |
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Books | HCC Seminar Library General Stacks | 330.0151950285 DAE (Browse shelf(Opens below)) | Available | Bill/Invoice No. : SBHRL/INV/309/2022-2023 Date : 21/06/2022 | 10164-9 | |
Books | HCC Seminar Library General Stacks | 330.0151950285 DAE (Browse shelf(Opens below)) | Available | Bill/Invoice No. : SBHRL/INV/309/2022-2023 | 10165-9 |
Browsing HCC Seminar Library shelves, Shelving location: General Stacks Close shelf browser (Hides shelf browser)
330.015193 GIG Game theory for applied economists | 330.015193 GIG Game theory for applied economists | 330.015195 SEI Introductory econometrics a practical approach | 330.0151950285 DAE Econometrics in theory and practice analysis of cross section, time series and panel data with stata 15.1 | 330.0151950285 DAE Econometrics in theory and practice analysis of cross section, time series and panel data with stata 15.1 | 330.0724 DOL Linear programming and economic analysis | 330.092 HEW (The) Worldly philosophers the lives, times and ideas of the great economic thinkers |
Includes appendix and reference.
PART I : INTRODUCTORY ECONOMETRICS : Introduction to econometrics and statistical software -- Linear regression model : properties and estimation -- Linear regression model : goodness of fit and testing of hypothesis -- Linear regression model : relaxing the classical assumptions -- Analysis of collinear data : multicollinearity -- PART II : ADVANCE ANALYSIS OF CROSS SECTION DATA : Linear regression model : qualitative variables as predictors -- Limited dependent variable model -- Multivariate analysis -- PART III : ANALYSIS OF TIME SERIES DATA : Time series : data generating process -- Stationary times series -- Nonstationarity, unit root and structural break -- Cointegration, error correction and vector autoregression -- Modeling volatility clustering -- Time series forecasting -- PART IV : ANALYSIS OF PANEL DATA : Panel data analysis : static models -- Panel data static model : testing of hypotheses -- Panel unit root test -- Dynamic panel model
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