Essentials of econometrics /
Gujarati, Damodar N.
Essentials of econometrics / Damodar N. Gujarati, Dawn C. Porter. - 4th edition - xxii, 554 pages : illustrations ; 24 cm
Includes bibliographical references (pages 541-544) and indexes.
The nature and scope of econometrics -- Pt. I: The linear regression model. Basic ideas of linear regression: the two-variable model ; The two-variable model: hypothesis testing ; Multiple regression: estimation and hypothesis testing ; Functional forms of regression models ; Dummy variable regression models -- Pt. II: Regression analysis in practice. Model selection: criteria and tests ; Multicollinearity: what happens if explanatory variables are correlated? ; Heteroscedasticity: what happens if the error variance is nonconstant? ; Autocorrelation: what happens if error terms are correlated? -- Pt. III: Advanced topics in econometrics. Simultaneous equation models ; Selected topics in single equation regression models -- Introduction to Appendixes A, B, C, and D: 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.
9780073375847 (alk. paper) 0073375845 (alk. paper) 9780071276078 (pbk.) 0071276076 (pbk.)
2009010482
Econometrics.
Economics--Statistical methods.
HB139 / .G85 2010
330.015195 / G.D.E
Essentials of econometrics / Damodar N. Gujarati, Dawn C. Porter. - 4th edition - xxii, 554 pages : illustrations ; 24 cm
Includes bibliographical references (pages 541-544) and indexes.
The nature and scope of econometrics -- Pt. I: The linear regression model. Basic ideas of linear regression: the two-variable model ; The two-variable model: hypothesis testing ; Multiple regression: estimation and hypothesis testing ; Functional forms of regression models ; Dummy variable regression models -- Pt. II: Regression analysis in practice. Model selection: criteria and tests ; Multicollinearity: what happens if explanatory variables are correlated? ; Heteroscedasticity: what happens if the error variance is nonconstant? ; Autocorrelation: what happens if error terms are correlated? -- Pt. III: Advanced topics in econometrics. Simultaneous equation models ; Selected topics in single equation regression models -- Introduction to Appendixes A, B, C, and D: 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.
9780073375847 (alk. paper) 0073375845 (alk. paper) 9780071276078 (pbk.) 0071276076 (pbk.)
2009010482
Econometrics.
Economics--Statistical methods.
HB139 / .G85 2010
330.015195 / G.D.E