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Essentials of Econometrics

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Overview

A more intuitive,less comprehensive introductory Econometrics text than Gujarati's Basic Econometrics,2/e,which is the market leader. This text will cover fewer topics in a more patient manner than Basic Econometrics. It also will begin with two chapters reviewing statistics.
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Product Details

  • ISBN-13: 9780071276078
  • Publisher: McGraw-Hill Europe
  • Publication date: 4/28/2010

Table of Contents

Chapter 1: The Nature and Scope of EconometricsPart I: The Linear Regression ModelChapter 2: Basic Ideas of Linear RegressionChapter 3: The Two-Variable Model: Hypothesis TestingChapter 4: Multiple Regression: Estimation and Hypothesis TestingChapter 5: Functional Forms of Regression ModelsChapter 6: Dummy Variable Regression ModelsPart II: Regression Analysis in PracticeChapter 7: Model Selection: Criteria and TestsChapter 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 EconometricsChapter 11: Simultaneous Equation ModelsChapter 12: Selected Topics in Single-Equation Regression ModelsAppendicesIntroduction: Basics of Probability and StatisticsAppendix A: Review of Statistics: Probability and Probability DistributionsAppendix B: Characteristics of Probability DistributionsAppendix C: Some Important Probability DistributionsAppendix D: Statistical Inference: Estimation and Hypothesis TestingAppendix E: Statistical TablesAppendix F: Computer Output of EViews, Minitab, Excel, and STATA

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  • Anonymous

    Posted April 22, 2001

    Poor you, if you need to buy this one

    Very dissapoining book. During the course I really studied, so naturally I read the book. Boring, hard, numerous mistakes, not a simple reading. Examples were helpful, when the answer was correct. Other than that - waste of time.

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