Basic econometrics / Damodar N. Gujarati, Dawn C. Porter.
Material type: TextSeries: The McGraw-Hill series in economics | McGraw-Hill series in economicsPublisher: Boston : McGraw Hill, [2009]Copyright date: ©2009Edition: International edition; Fifth editionDescription: xx, 922 pages : illustrations ; 26 cmContent type:- text
- unmediated
- volume
- 0071276254
- 9780071276252
- 330.015195 23
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Book | City Campus City Campus Main Collection | 330.015195 GUJ (Browse shelf(Opens below)) | 1 | Available | A540865B | ||
Book | City Campus City Campus Main Collection | 330.015195 GUJ (Browse shelf(Opens below)) | 1 | Available | A540866B |
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330.015195 GUJ Econometrics by example / | 330.015195 GUJ Econometrics by example / | 330.015195 GUJ Basic econometrics / | 330.015195 GUJ Basic econometrics / | 330.015195 HAL Generalized method of moments / | 330.015195 HAL Understanding econometrics / | 330.015195 HAL Understanding econometrics / |
Revised edition of: Basic econometrics / Damodar N. Gujarati.
Includes bibliographical references and index.
Introduction -- -- Part 1. Single-Equation Regression Models -- The nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model (CNLRM) -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Part 2. Relaxing the Assumptions of the Classical Model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Part 3. Topics in Econometrics -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Part 4. Simultaneous-Equation Models and Time Series Econometrics -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : The matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
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