Practical Guide to Static and Dynamic Econometric Modelling

Examples and Analysis with Python Code Embedded

AvSarit Maitra

Inbunden, Engelska, 2025

Del i serien Contributions to Economics

965 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

mso-ansi-language: EN-US;">This book provides a comprehensive guide to econometric modeling, combining theory with practical implementation using Python. Readers will explore linear regression, data transformations, and hypothesis testing, along with advanced topics like the Capital Asset Pricing Model and dynamic modeling techniques.

Produktinformation

Utgivningsdatum:2025-06-03
Mått:155 x 235 x 18 mm
Vikt:492 g
Format:Inbunden
Språk:Engelska
Serie:Contributions to Economics
Antal sidor:201
Förlag:Springer International Publishing AG
ISBN:9783031868610

Utforska kategorier

Mer om författaren

Dr. Sarit Maitra is a seasoned business leader and academic with over 25 years of experience in the industry and academia, specializing in business analytics, data science, and information technology. With a PhD and MS in Information Technology from Universiti Teknologi PETRONAS, Malaysia, he has held pivotal roles in various global organizations. Currently, as a Professor at Alliance University in Bengaluru, India, Dr. Maitra leverages his extensive industry experience to deliver courses in operations analytics, business analytics, and Big data Analytics. He is passionate about data-driven business, and his research spans business analytics (simulation, stochastic modeling), econometric modeling, predictive modeling, and optimization techniques.

Innehållsförteckning

Introduction to Econometrics and Linear Regression.- Hypothesis(es) testing.- Dynamic modelling in Econometrics Foundational knowledge.- Theoretical overview: Capital Asset Pricing and Arbitrage Pricing Theory.- Model implementation and testing.- January effect.- Key takeaways.