Economics/ theoretical foundations and empirical perspectives Nachane,Dilip M.

PREFACE ; PART I: FOUNDATIONS OF PROBABILITY: CHAPTER I, APPROACHES TO INFERENCE AND PROBABILITY, CHAPTER II, MATHEMATICAL PRELIMINARIES ; CHAPTER III, ELEMENTS OF MODERN PROBABILITY THEORY ; CHAPTER IV, MEASURE THEORY AND LEBESGUE INTEGRATION ; CHAPTER V, RANDOM VARIABLES AND DISTRIBUTION FUNCTIONS ; CHAPTER VI, MOMENTS, GENERATING FUNCTIONS AND CUMULANTS ; CHAPTER VII, ASYMPTOTIC THEORY: PART II : CLASSICAL INFERENCE ; CHAPTER VIII ; ESTIMATION THEORY ; CHAPTER IX, HYPOTHESIS TESTING ; PART III: THE GENERAL MODEL, CHAPTER X, LINEAR STATISTICAL INFERENCE ; CHAPTERXI, SPECIAL PROBLEMS RELATING TO THE GENERAL LINEAR MODEL ; CHAPTER XII, SIMULTANEOUS EQUATION MODELS ; CHAPTER XIII STOCHASTIC PROCESSES ; CHAPTER XIV, TIME-SERIES I : TIME DOMAIN ; CHAPTER XV, TIME-SERIES II: FREQUENCY DOMAIN ; PART V: BAYESIAN INFERENCE AND DECISION THEORY ; CHAPTER XVI, BAYESIAN INFERENCE ; CHAPTER XVII: STATISTICAL DECISION THEORY ; CHAPTER XVIII, QUALITATIVE DEPENDENT VARIABLES ; CHAPTER XIX DISTRIBUTED LAG MODELS ; CHAPT ; ERXX, MISCELLANEOUS TOPICS ; PART VI: ADVANCED TIME SERIES METHODS ; CHAPTER XXI, RECENT DEVELOPMENTS ; CHAPTERXXII, MULTIPLE AND NONLINEAR TIME SERIES MODELS ; PART VII, CHAPTER XXIII, UNIT ROOTS AND COINTEGRATION, CHAPTERXXIV, CAUSALITY AND EXOGENEITY ; REFERENCES.