Basic econometrics
by
 
Gujarati, Damodar N.

Title
Basic econometrics

Author
Gujarati, Damodar N.

ISBN
9780072335422
 
9780071123426
 
9780071123433
 
9780071230179
 
9780070597938
 
9780072427912
 
9780072478525

Personal Author
Gujarati, Damodar N.

Edition
4th ed.

Publication Information
Boston : McGraw Hill, ©2003.

Physical Description
xxix, 1002 pages : illustrations ; 24 cm + 1 computer optical disc (4 3/4 in.)

Contents
pt. 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 models -- pt. 2. Relaxing the assumptions of the classical model. Multicollinearity : what happens if the regressors are correlated -- Heteroscedasticity : what happens if the error variance is nonconstant? -- Autocorrelation : what happens if the error terms are correlated -- Econometric modeling : model specification and diagnostic testing -- pt. 3. Topics in econometrics. Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- pt. 4. Simultaneous-equation models. Simultaneous-equation models -- The identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting.

Subject Term
Econometrics.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025414406330.015195 G969B 20031
VC PretoriaGeneral Books002184359330.015118 GUJA1