Principles of Econometrics: An Introduction (Using R)

Principles of Econometrics: An Introduction (Using R)

by Neeraj R Hatekar

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Overview

This textbook makes learning the basic principles of econometrics easy for all undergraduate and graduate students of economics. It takes the readers step-by-step from introduction to understanding, first introducing the basic statistical tools like concepts of probability, statistical distributions, and hypothesis tests, and then going on to explain the two variable linear regression models along with certain additional tools like use of dummy variables, various data transformations amongst others.

The most innovative feature of this textbook is that it familiarizes students with the role of R, which is a flexible and popular programming language. With its help, the student will be able to implement a linear regression model and deal with the associated problems with substantial confidence.

Product Details

ISBN-13: 9788132104698
Publisher: SAGE Publications
Publication date: 11/10/2010
Series: SAGE Texts Series
Edition description: First Edition
Pages: 464
Product dimensions: 5.60(w) x 8.40(h) x 1.00(d)

About the Author

Neeraj R Hatekar is Professor of Econometrics, Department of Economics, University of Mumbai. He is the Coordinator for the Centre for Computational Social Sciences, University of Mumbai. He has been the Smuts Visiting Fellow at the University of Cambridge and has taught courses on Indian economic development at the University. He is a prolific writer and has contributed to many peer-reviewed academic journals and the Economic and Political Weekly.

Table of Contents

Preface
Random Variables
Jointly Distributed Random Variables
Elements of Hypothesis Testing
Point Estimation and the Method of Ordinary Least Squares
Multiple Linear Regression
Heteroskedasticity, Autocorrelation and Issues of Specification
Appendix: An Introduction to R
Sample Questions
Index

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