Autor/Autorin: Bhusal Tara Prasad
Associate Professor Tara Prasad Bhusal is a young economist and researcher of Nepal. He has been working with Central Department of Economics, Tribhuvan University, Nepal for more than two decades. Apart from his academic works, he is best known by expertise in econometric modeling and forecasting.
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.
Über den Autor
Tara Prasad Bhusal é uma jovem economista do Nepal. Trabalha como Professor Associado no Departamento Central de Economia, Universidade Tribhuvan, Kathmandu Nepal. O Sr. Bhusal tem experiência na modelação econométrica e trabalhos de investigação de questões económicas contemporâneas do Nepal e do Sul da Ásia.
Klappentext
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.
