Gujarati, Damodar N.

Basic econometrics Damodar N. Gujarati, Dawn C. Porter. - 5th ed. - Boston : McGraw-Hill, 2009. New Delhi, Tata McGraw Hill Education Private ltd. 2012 - xxiii, 886 p. : ill. ; 24 cm.

Includes bibliographical references (p. 902-903) and indexes.

Introduction --
Nature of regression analysis --
Two-variable regression analysis : some basic ideas --
Two-variable regression model: the problem of estimation --
Classical normal linear regression model --
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 --
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 --
Nonlinear regression models --
Qualitative response regression models --
Panel data regression models --
Dynamic econometric models : autoregressive and distributed-lag models --
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 : 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.



9780071276252 0071276254 9780071333450 0071333452


Econometrics.

330.015195 GUB / 2009

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