Maitra S. A Practical Guide to Static and Dynamic Econometric Modelling...2025

Textbook in PDF format

This book provides a comprehensive guide to econometric modeling, combining theory with practical implementation using Python. It covers key econometric concepts, from data collection and model specification to estimation, inference, and prediction. Readers will explore linear regression, data transformations, and hypothesis testing, along with advanced topics like the Capital Asset Pricing Model and dynamic modeling techniques. With Python code examples, this book bridges theory and practice, making it an essential resource for students, finance professionals, economists, and data scientists seeking to apply econometrics in real-world scenarios.
The book uses Python v3.10.12 for its source code, which relies on libraries like Pandas, NumPy, SciPy, and Matplotlib. All source code provided for the relevant chapters. It is advisable to look through the given code repository to better understand the underlying logic and dependencies needed for anyone looking to fully understand and implement the code provided.
- Provides a comprehensive exploration of econometric modelling using Python code
- Combines theoretical rigour with practical implementation, detailed diagnostic testing and dynamic modelling
- Serves as a valuable resource for finance professionals, economists, and data scientists