Basic Econometrics / Edition 3

Basic Econometrics / Edition 3

by Damodar N. Gujarati
     
 

ISBN-10: 0070252149

ISBN-13: 9780070252141

Pub. Date: 11/28/1994

Publisher: McGraw-Hill Higher Education

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:
9780070252141
Publisher:
McGraw-Hill Higher Education
Publication date:
11/28/1994
Edition description:
Older Edition
Pages:
838
Product dimensions:
6.76(w) x 9.56(h) x 1.48(d)

Related Subjects

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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