Basic Econometrics / Edition 2

Basic Econometrics / Edition 2

by Damodar N. Gujarati
     
 

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… See more details below

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.

Product Details

ISBN-13:
9780070251885
Publisher:
McGraw-Hill Companies, The
Publication date:
11/28/1987
Edition description:
Older Edition
Pages:
736

Related Subjects

Meet the Author

After teaching for more than 28 years at the City University of New York, He is currently a professor of Economics in the Department of Social Sciences at the U.S. Military Academy at West Point, New York. Dr. Gujarati received his M.Com. degree from the University of Bombay in 1960, his M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree from the University of Chicago in 1965. Dr. Gujarati has published extensively in recognized national and international journals, such as the Review of Economics and Statistics, the Economic Journal, the Journal of Financial and Quantitative Analysis, the Journal of Business, the American Statistician, and the Journal of Industrial and Labor Relations.

Table of Contents

Preface
Introduction1
Pt. ISingle-Equation Regression Models15
1The Nature of Regression Analysis17
2Two-Variable Regression Analysis: Some Basic Ideas37
3Two-Variable Regression Model: The Problem of Estimation58
4Classical Normal Linear Regression Model (CNLRM)107
5Two-Variable Regression: Interval Estimation and Hypothesis Testing119
6Extensions of the Two-Variable Linear Regression Model164
7Multiple Regression Analysis: The Problem of Estimation202
8Multiple Regression Analysis: The Problem of Inference248
9Dummy Variable Regression Models297
Pt. IIRelaxing the Assumptions of the Classical Model335
10Multicollinearity: What Happens if the Regressors Are Correlated?341
11Heteroscedasticity: What Happens if the Error Variance is Nonconstant?387
12Autocorrelation: What Happens if the Error Terms Are Correlated441
13Econometric Modeling: Model Specification and Diagnostic Testing506
Pt. IIITopics in Econometrics561
14Nonlinear Regression Models563
15Qualitative Response Regression Models580
16Panel Data Regression Models636
17Dynamic Econometric Models: Autoregressive and Distributed-Lag Models656
Pt. IVSimultaneous-Equation Models715
18Simultaneous-Equation Models717
19The Identification Problem735
20Simultaneous-Equation Methods762
21Time Series Econometrics: Some Basic Concepts792
22Time Series Econometrics: Forecasting835
App. AA Review of Some Statistical Concepts869
App. BRudiments of Matrix Algebra913
App. CThe Matrix Approach to Linear Regression Model926
App. D: Statistical Tables959
App. EEconomic Data on the World Wide Web976
Selected Bibliography979

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