Basic Econometrics

ISBN-10: 0073375772

ISBN-13: 9780073375779

Edition: 5th 2009

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Description:

Gujarati and Porters Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.
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Book details

List price: $293.67
Edition: 5th
Copyright year: 2009
Publisher: McGraw-Hill Higher Education
Publication date: 10/8/2008
Binding: Hardcover
Pages: 944
Size: 8.25" wide x 10.00" long x 1.25" tall
Weight: 4.356
Language: English

Damodar Gujarati has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India.

Single-Equation Regression Model
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
Relaxing the Assumptions of the Classical Model
Multicollinearity: What happens if the Regressor 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
Topics in Econometrics
Nonlinear Regression Models
Qualitative Response Regression Models
Panel Data Regression Models
Dynamic Econometric Model: Autoregressive and Distributed-Lag Models.
Simultaneous-Equation Models
Simultaneous-Equation Models
The Identification Problem
Simultaneous-Equation Methods
Time Series Econometrics: Some Basic Concepts
Time Series Econometrics: Forecasting
Review of Some Statistical Concepts
Rudiments of Matrix Algebra
The Matrix Approach to Linear Regression Model
Statistical Tables
Computer Output of EViews, MINITAB, Excel, and STATA
Economic Data on the World Wide Web
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