Basic EconometricsMcGraw-Hill, 1978 - 462 sayfa Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text. |
İçindekiler
SingleEquation Regression Models | 6 |
of Estimation | 36 |
3635 | 53 |
Telif Hakkı | |
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assume assumption autocorrelation autoregressive average B₁ B₂ CALIFORNIA/SANTA CRUZ Chap classical linear regression coefficient of determination collinearity computed confidence interval consumption expenditure correlation coefficient demand function dependent variable disturbance term Durbin-Watson Econometrics economic endogenous equation error term Exercise expected explanatory variables F value first-order given Hence heteroscedasticity homoscedastic hypothesis testing income increases intercept term k-variable Koyck lagged linear regression linear regression model matrix method multicollinearity normally distributed Note null hypothesis observations obtain OLS estimators output P₁ parameters percent population preceding problem procedure production random regression analysis regression line regression model relationship residuals salary sample serial correlation shows slope coefficient ẞ₁ standard errors statistically significant stochastic disturbance three-variable tion transformation true two-variable u₁ unbiased estimators UNIVERSITY OF CALIFORNIA/SANTA usual OLS variance vector w₁ X₁ X2 and X3 Y₁ Y₂ zero σ²