Basic Econometrics / Edition 5

Basic Econometrics / Edition 5

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by Damodar Gujarati, Dawn Porter
     
 

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ISBN-10: 0073375772

ISBN-13: 9780073375779

Pub. Date: 10/08/2008

Publisher: McGraw-Hill Higher Education

Gujarati and Porter's 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

Overview

Gujarati and Porter's 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.

Product Details

ISBN-13:
9780073375779
Publisher:
McGraw-Hill Higher Education
Publication date:
10/08/2008
Edition description:
List
Pages:
944
Sales rank:
364,849
Product dimensions:
9.00(w) x 10.30(h) x 1.40(d)

Related Subjects

Table of Contents

Part I: Single-Equation Regression Model


Chapter 1: The Nature of Regression Analysis


Chapter 2: Two-Variable Regression Analysis: Some Basic Ideas


Chapter 3: Two Variable Regression Model: The Problem of Estimation


Chapter 4: Classical Normal Linear Regression Model (CNLRM)


Chapter 5: Two-Variable Regression: Interval Estimation and Hypothesis Testing


Chapter 6: Extensions of the Two-Variable Linear Regression Model


Chapter 7: Multiple Regression Analysis: The Problem of Estimation


Chapter 8: Multiple Regression Analysis: The Problem of Inference


Chapter 9: Dummy Variable Regression Models

Part II: Relaxing the Assumptions of the Classical Model


Chapter 10: Multicollinearity: What happens if the Regressor are Correlated


Chapter 11: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?


Chapter 12: Autocorrelation: What Happens if the Error Terms are Correlated


Chapter 13: Econometric Modeling: Model Specification and Diagnostic Testing

Part III: Topics in Econometrics


Chapter 14: Nonlinear Regression Models


Chapter 15: Qualitative Response Regression Models


Chapter 16: Panel Data Regression Models


Chapter 17: Dynamic Econometric Model: Autoregressive and Distributed-Lag Models.

Part IV: Simultaneous-Equation Models


Chapter 18: Simultaneous-Equation Models.


Chapter 19: The Identification Problem.


Chapter 20: Simultaneous-Equation Methods.


Chapter 21: Time Series Econometrics: Some Basic Concepts


Chapter 22: Time Series Econometrics: Forecasting

Appendix A: Review of Some Statistical Concepts


Appendix B: Rudiments of Matrix Algebra


Appendix C: The 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


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