Introductory Econometrics with Applications

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Introductory Econometrics with Applications, Fourth Edition, by Ramu Ramanathan provides the right blend of econometric theory and practical training required for an introductory econometrics course that does not use matrix algebra.
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Overview

Introductory Econometrics with Applications, Fourth Edition, by Ramu Ramanathan provides the right blend of econometric theory and practical training required for an introductory econometrics course that does not use matrix algebra.
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Editorial Reviews

Booknews
The fifth edition continues the earlier format of theory in combination with practical application. Changes to this edition include several additions, including: theory of joint probabilities, properties involving multivariate probabilities, generating the forecast and confidence interval for the dependent variable in a multiple regression model and vector autoregressive models, and the treatment of panel data. The text is for undergraduate and graduate courses which don't use matrix algebra. Ramanathan is emeritus at the U. of California, San Diego. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Product Details

  • ISBN-13: 9780155464858
  • Publisher: Harcourt College Publishers
  • Publication date: 11/1/1988
  • Pages: 614

Table of Contents

Ch. 1 Introduction 3
Ch. 2 Review of Probability and Statistics 18
Ch. 3 The Simple Linear Regression Model 83
Ch. 4 Multiple Regression Models 157
Ch. 5 Multicollinearity 229
Ch. 6 Choosing Functional Forms and Testing for Model Specification 253
Ch. 7 Qualitative (or Dummy) Independent Variables 316
Ch. 8 Heteroscedasticity 379
Ch. 9 Serial Correlation 428
Ch. 10 Distributed Lag Models 491
Ch. 11 Forecasting 563
Ch. 12 Qualitative and Limited Dependent Variables 602
Ch. 13 Simultaneous Equation Models 618
Ch. 14 Carrying Out an Empirical Project 649
App. A: Statistical Tables A-1
App. B: Answers to Selected Problems B-1
App. C Details about the ESL, ESLWIN, PcGive, and SHAZAM Programs C-1
App. D Descriptions of the Data and Practice Computer Sessions D-1
Copyrights and Acknowledgments
Author Index
Subject Index
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