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Basic econometrics
Title:
Basic econometrics
Author:
Gujarati, Damodar N.
ISBN:
9780072335422

9780071123426

9780071123433

9780071230179

9780070597938

9780072427912

9780072478525
Personal Author:
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.
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