Basic econometrics / Damodar N. Gujarati.

By:

Gujarati, Damodar N [author.]

Material type: Text

text

Media type:

unmediated

Carrier type:

volume

ISBN:

0072335424
0071123423 (International ed.)
0071230170
9780071230179

Subject(s):

Econometrics

DDC classification:

330.015195 21 G.D.B

Contents:

Pt. I. Single-Equation Regression Models. 1. The Nature of Regression Analysis. 2. Two-Variable Regression Analysis: Some Basic Ideas. 3. Two-Variable Regression Model: The Problem of Estimation. 4. Classical Normal Linear Regression Model (CNLRM). 5. Two-Variable Regression: Interval Estimation and Hypothesis Testing. 6. Extensions of the Two-Variable Linear Regression Model. 7. Multiple Regression Analysis: The Problem of Estimation. 8. Multiple Regression Analysis: The Problem of Inference. 9. Dummy Variable Regression Models -- Pt. II. Relaxing the Assumptions of the Classical Model. 10. Multicollinearity: What Happens if the Regressors Are Correlated? 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant? 12. Autocorrelation: What Happens if the Error Terms Are Correlated. 13. Econometric Modeling: Model Specification and Diagnostic Testing -- Pt. III. Topics in Econometrics. 14. Nonlinear Regression Models. 15. Qualitative Response Regression Models. 16. Panel Data Regression Models. 17. Dynamic Econometric Models: Autoregressive and Distributed-Lag Models -- Pt. IV. Simultaneous-Equation Models. 18. Simultaneous-Equation Models. 19. The Identification Problem. 20. Simultaneous-Equation Methods. 21. Time Series Econometrics: Some Basic Concepts. 22. Time Series Econometrics: Forecasting -- App. A. A Review of Some Statistical Concepts -- App. B. Rudiments of Matrix Algebra -- App. C. The Matrix Approach to Linear Regression Model -- App. E. Economic Data on the World Wide Web

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Main library A4	Faculty of Economics & Political (Economics)	330.015195 G.D.B (Browse shelf(Opens below))	Available		00010083
Books	Main library A4	Faculty of Economics & Political (Economics)	330.015195 G.D.B (Browse shelf(Opens below))	Available		00007361

Includes bibliographical references (pages 979-982) and indexes.

Pt. I. Single-Equation Regression Models. 1. The Nature of Regression Analysis. 2. Two-Variable Regression Analysis: Some Basic Ideas. 3. Two-Variable Regression Model: The Problem of Estimation. 4. Classical Normal Linear Regression Model (CNLRM). 5. Two-Variable Regression: Interval Estimation and Hypothesis Testing. 6. Extensions of the Two-Variable Linear Regression Model. 7. Multiple Regression Analysis: The Problem of Estimation. 8. Multiple Regression Analysis: The Problem of Inference. 9. Dummy Variable Regression Models --
Pt. II. Relaxing the Assumptions of the Classical Model. 10. Multicollinearity: What Happens if the Regressors Are Correlated? 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant? 12. Autocorrelation: What Happens if the Error Terms Are Correlated. 13. Econometric Modeling: Model Specification and Diagnostic Testing --
Pt. III. Topics in Econometrics. 14. Nonlinear Regression Models. 15. Qualitative Response Regression Models. 16. Panel Data Regression Models. 17. Dynamic Econometric Models: Autoregressive and Distributed-Lag Models --
Pt. IV. Simultaneous-Equation Models. 18. Simultaneous-Equation Models. 19. The Identification Problem. 20. Simultaneous-Equation Methods. 21. Time Series Econometrics: Some Basic Concepts. 22. Time Series Econometrics: Forecasting --
App. A. A Review of Some Statistical Concepts --
App. B. Rudiments of Matrix Algebra --
App. C. The Matrix Approach to Linear Regression Model --
App. E. Economic Data on the World Wide Web

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