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Essentials of Econometrics / Edition 4
     

Essentials of Econometrics / Edition 4

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by Damodar Gujarati
 

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ISBN-10: 0073375845

ISBN-13: 9780073375847

Pub. Date: 05/12/2009

Publisher: McGraw-Hill Education

The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful

Overview

The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.

Product Details

ISBN-13:
9780073375847
Publisher:
McGraw-Hill Education
Publication date:
05/12/2009
Edition description:
New Edition
Pages:
576
Sales rank:
870,987
Product dimensions:
7.40(w) x 9.20(h) x 1.00(d)

Table of Contents

Chapter 1: The Nature and Scope of Econometrics

Part I: The Linear Regression Model
Chapter 2: Basic Ideas of Linear Regression
Chapter 3: The Two-Variable Model: Hypothesis Testing
Chapter 4: Multiple Regression: Estimation and Hypothesis Testing
Chapter 5: Functional Forms of Regression Models
Chapter 6: Dummy Variable Regression Models

Part II: Regression Analysis in Practice
Chapter 7: Model Selection: Criteria and Tests
Chapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?
Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?
Chapter 10: What Happens if Error Terms are Correlated?

Part II: Advanced Topics in Econometrics
Chapter 11: Simultaneous Equation Models
Chapter 12: Selected Topics in Single-Equation Regression Models

Appendices
Introduction: Basics of Probability and Statistics
Appendix A: Review of Statistics: Probability and Probability Distributions
Appendix B: Characteristics of Probability Distributions
Appendix C: Some Important Probability Distributions
Appendix D: Statistical Inference: Estimation and Hypothesis Testing

Appendix E: Statistical Tables
Appendix F: Computer Output of EViews, Minitab, Excel, and STATA

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