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Principles of Econometrics
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Principles of Econometrics
An Introduction (Using R)

First Edition


November 2010 | 464 pages | SAGE Publications Pvt. Ltd

This textbook makes learning the basic principles of econometrics easy for undergraduate and postgraduate students of economics. It specifically caters to the syllabus of ‘Introductory Econometrics’ course taught in the third year of the Bachelor of Economics programme in many universities.

Principles of Econometrics 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 such as the use of dummy variables and various data transformations. 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. Using R, students will be able to implement a linear regression model and deal with the associated problems with substantial confidence.


 
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

Instead of presenting a traditional analysis of the capitalist system in integrating the real sector, the book combines Keynesian and Marxian approaches to the subject while unfolding the interrelation between the economy, State and society.

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Paperback
ISBN: 9788132104698
$40.00

This title is also available on SAGE Knowledge, the ultimate social sciences online library. If your library doesn’t have access, ask your librarian to start a trial.