A Practical Guide to Static and Dynamic Econometric Modelling : Examples and Analysis with Python Code Embedded

by Sarit Maitra

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.

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Year of publication:	2025
Authors:	Maitra, Sarit
Publisher:	2025.: Cham : Springer Nature Switzerland 2025.: Cham : Imprint: Springer
Subject:	Econometrics \| AutoRegressive Distributed Lag \| Diagnostic testing \| Dynamic Modeling \| Econometric Modeling \| Measurement error \| Python for Econometrics \| Quantitative Finance \| Ökonometrie \| Schätztheorie \| Estimation theory

Extent:	1 Online-Ressource (XIII, 201 p. 266 illus., 75 illus. in color.)
Series:	Contributions to Econometrics and Empirical Economics
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-031-86862-7 ; 978-3-031-86861-0 ; 978-3-031-86863-4 ; 978-3-031-86864-1
Other identifiers:	10.1007/978-3-031-86862-7 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015410846