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

Examples and Analysis with Python Code Embedded

By: Sarit Maitra

Hardcover | 15 July 2025

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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.

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