Basic econometrics / Damodar N. Gujarati, Dawn C. Porter.
Material type:
TextPublication details: Boston : McGraw-Hill Irwin, c2009.Edition: 5th edDescription: xx, 922 p. : ill. ; 26 cmContent type: - text
- unmediated
- volume
- 9780073375779 (alk. paper)
- 0073375772 (alk. paper)
- 9780071276252
- 0071276254
- 330.015195 22 G.D.B
- HB139 .G84 2009
Contents:
Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
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| 327.2 B.R.M Modern diplomacy / | 330 M.N.P Principles of economics / | 330 P.S.E. Economics / | 330.015195 G.D.B Basic econometrics / | 330.09 H.E.H History of economic thought : a critical perspective / | 330.96205 I.K.E The Egyptian economy, 1952-2000 : performance, policies, and issues / | 331 M.C.C. Contemporary labor economics / |
Includes bibliographical references (p. 902-903) and indexes.
Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
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