发帖
雷达卡
Sarit Maitra
Alliance Business School Alliance University Bengaluru, Karnataka, India
descrption
This coursbook is divided into seven chapters; each serves as a valuable resource for finance professionals, economists, and data scientists looking to understand and apply Econometric models in their work. This book will provide you the confidence and skills when developing the Econometric theories and subsequently models and when evaluating a model that is presented to you. The introductory chapters—particularly Chaps. 1–4—are crucial for developing a theoretical ideas around the topic. To build a solid basis that will aid in the implementation phase, I would recommend delving deeply into these chapters. Subsequent Chaps. 5, 6, and 7 are solely focused on practical implementation part.
• Chapter 1 Introduces the foundational concepts of Econometrics and discusses about the Econometric modeling and model testing using ordinary least squares regression.
• Chapter 2 Covers the important assumptions in linear regression, theoretical concepts, and benefits of hypotheses testing.
• Chapter 3 Introduces the theoretical concepts and significance of dynamic modeling in Econometrics. Different dynamic modeling approaches are covered in this chapter.
• Chapter 4 Covers a theoretical overview of major foundational models in financial economics, particularly in the field of asset pricing, portfolio management, and risk-return analysis.
• Chapter 5 Discusses the implementation of CAPM and APT models followed by hypotheses testing procedures.
• Chapter 6 Discusses the implementation of Auto Regressive models followed by rolling forecast approach.
• Chapter 7 Discusses dynamic Vector Auto Regression (VAR) and Vector Error Correction (VEC) models and different testing mechanisms.
Sarit Maitra - A Practical Guide to Static and Dynamic Econometric Modelling_ Ex.pdf
(13.89 MB, 需要: RMB 19 元)
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