Basic econometrics
Damodar N. Gujarati (Author), Dawn C. Porter (Author)
"Damodar Gujarati and new co-author, Dawn Porter, blend the foundations of econometrics with up-to-date research. Basic Econometrics illustrates important concepts through intuitive and informative examples and data." "The Basic Econometrics, 5e website uses periodic updates to provide students and instructors with the most current introduction to econometrics. Students can access econometric web links, data sets from the text, and additional large sample data not included in the book. Instructors will also find the solutions manual, as well as all of the text images for easy download."--Jacket
Print Book, English, 2009
Fifth Edition View all formats and editions
McGraw-Hill Irwin, Boston, 2009
Einführung
xx, 922 pages : illustrations ; 26 cm.
9780073375779, 9780071276252, 0073375772, 0071276254
226356768
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
Accompanying CD-ROM title: Eview 4.1 student version