TY  - BOOK
AU  - "Nachane, Dilip M"
TI  - Econometrics
SN  - 9780195647907
CY  - New Delhi
KW  - Econometrics
N1  - includes index
N2  - "Contents: Part 1: Foundations of probability and related statistical concepts -- introduction -- mathematical preliminaries -- axiomatic approach to probability -- elements of measure theory and lebesgue integration -- random variable and distribution functions -- moments, generating functions and cumulants -- Part 2: Classical inference -- asymptotic theory -- estimation theory -- hypothesis testing theory -- Part 3: Linear regression models -- single equation models -- general linear model-relaxation of assumptions (Part 1) -- general linear model-relaxation of assumptions (Part 2) -- simultaneous equation models -- Part 4: Time series models -- time series analysis (box-jenkins methods) -- univariate spectral analysis -- time series analysis: further topics -- multivariate time series modeling -- Part 5: Dynamic econometric methods -- forecasting theory and methods -- causality and exogeneity -- unit roots and fractional differencing -- cointegration -- a methodological epilogue."
ER  -