TY  - BOOK
AU  - Gujarati,Damodar N.
AU  - Porter,Dawn C.
TI  - Essentials of econometrics
SN  - 9780073375847 (alk. paper)
AV  - HB139 .G85 2010
U1  - 330.015195 22
PY  - 2010///]
CY  - New York
PB  - McGraw-Hill/Irwin
KW  - Econometrics
KW  - Economics
KW  - Statistical methods
N1  - 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
ER  -