Econometrics

Econometrics is intended for the post graduate course in econometrics for social sciences and management. This book is equally useful to the researchers and other academicians who are dealing with econometric models and forecasting. Some of the major features of this book are that it provides an up-to-date coverage of correlation and regression, OLS assumptions and violation of OLS assumptions: multicollinearity, hoteroscedasticity, autocorrelation. There is the insight explanation of the use of dummy regressors and limited dependent variables models in the book. The rest of the chapters are devoted for simultaneous equations: identification and estimation, distributed lag models, forecasting and simulation and time series models.