Basic Econometrics

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Overview

This is a thorough revision of the best-selling undergraduate Econometrics text. Accessible,complete,and student-oriented,Basic Econometrics is appropriate for first courses in Econometrics at all four-year colleges and universities. In addition to a first-rate text,students have access to the SHAZY student version of SHAZAM,an inexpensive version of a widely used econometrics package,as well as data sets (free on adoption to instructors) for problem and example material in the text.
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Product Details

  • ISBN-13: 9780071276252
  • Publisher: McGraw-Hill Companies, The
  • Publication date: 4/28/2010
  • Product dimensions: 7.80 (w) x 9.90 (h) x 1.20 (d)

Table of Contents

Preface
Introduction 1
Pt. I Single-Equation Regression Models 15
1 The Nature of Regression Analysis 17
2 Two-Variable Regression Analysis: Some Basic Ideas 37
3 Two-Variable Regression Model: The Problem of Estimation 58
4 Classical Normal Linear Regression Model (CNLRM) 107
5 Two-Variable Regression: Interval Estimation and Hypothesis Testing 119
6 Extensions of the Two-Variable Linear Regression Model 164
7 Multiple Regression Analysis: The Problem of Estimation 202
8 Multiple Regression Analysis: The Problem of Inference 248
9 Dummy Variable Regression Models 297
Pt. II Relaxing the Assumptions of the Classical Model 335
10 Multicollinearity: What Happens if the Regressors Are Correlated? 341
11 Heteroscedasticity: What Happens if the Error Variance is Nonconstant? 387
12 Autocorrelation: What Happens if the Error Terms Are Correlated 441
13 Econometric Modeling: Model Specification and Diagnostic Testing 506
Pt. III Topics in Econometrics 561
14 Nonlinear Regression Models 563
15 Qualitative Response Regression Models 580
16 Panel Data Regression Models 636
17 Dynamic Econometric Models: Autoregressive and Distributed-Lag Models 656
Pt. IV Simultaneous-Equation Models 715
18 Simultaneous-Equation Models 717
19 The Identification Problem 735
20 Simultaneous-Equation Methods 762
21 Time Series Econometrics: Some Basic Concepts 792
22 Time Series Econometrics: Forecasting 835
App. A A Review of Some Statistical Concepts 869
App. B Rudiments of Matrix Algebra 913
App. C The Matrix Approach to Linear Regression Model 926
App. D: Statistical Tables 959
App. E Economic Data on the World Wide Web 976
Selected Bibliography 979
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