Fundamentals of Econometrics. Theory. Applications. Case studies

The book entitled Fundamentals of econometrics. Theory. Examples. Case studies written by associate professor  DIMIAN Gina Cristina, PhD. and associate professor  DRĂGAN Irina Maria, PhD. consists in a technical approach (theory and examples) focused on methods and techniques specific for econometric processing of data series and it is mainly addressed to the students (including aspiring PhDs) from economic and social areas. 

The chapters of the book (seven) tackle the theoretic aspects related to the econometric methods and techniques doubled by case studies and examples based on real data series extracted from official sources as National Institute for Statistics, Eurostat, World Bank.

The first chapter is dedicated to familiarise the readers with econometrics, and includes basic concepts of the field. The second chapter focus on the statistics inference and the role played by statistical tests in decision making process. The third and the forth chapters make the readers more accustomed with the main econometric modelling tool: regression analysis (uni and multifactorial). The fifth chapter details how can be tested the classical hypothesis of the regression model thus their confirmation to guarantee the expected performances of the model. The sixth chapter is focused mainly on the methods and techniques related to time series analysis (seasonality, integration and co-integration, specific models of the time series). 

Our book ends with a chapter of case studies which presents in an integrated manner all steps for developing an econometric model (design it, estimate, testing and decision making) being an useful tool for the students (including aspiring PhDs) in preparing papers or projects in this area.