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- Product code: 15811
- ISBN: 0071123431,
ISBN13: 9780071123433,
1022 pages, CD-Rom + pb
Published by McGraw-Hill Higher Ed. on 2002
, 4th Revised edition Rate this book...
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Description of Basic Econometrics: AND Software Disk Package |
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, the material covered in the appendices may be assigned to students with mathematical bend. More advanced students can study matrix algebra given in Appendix B, and can then study the linear regression model using matrix algebra in Appendix C. Theoretical exercises marked with asterisks may be covered selectively. Gujarati remains accessible to a wide variety of students, because it covers the material without excessive mathematical rigor or advanced statistics. A disk of data sets is provided with the text.
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Contents of Basic Econometrics: AND Software Disk Package |
1. The Nature of Regression Analysis
2. Two-Variable Regression Analysis: Some Basic Ideas
3. Two Variable Regression Model: The Problem of Estimation
4. The Normality Assumption: Classical Normal Linear Regression Model
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. Regression on Dummy variables
10. Multicollinearity: What happens if the Regressor are correlated
11. Heteroscedasticity
12. Autocorrelation
13. Econometric Modeling I: Traditional Econometric Methodology
14. Econometric Modeling II: Alternative Econometric Methodologies
15. Regression on Dummy Dependent Variable: The LPM, Probit, and Tobit Models
16. Nominal Ordinal and other Limited Dependent Variable regression models
17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models
18. Simultaneous-Equation Models
19. The Identification Problem
20. Simultaneous-Equation Methods
21. Time Series Econometrics I: Stationarity,
Unit Roots, and Cointegration
22. Time Series Econometrics II: ARIMA and VAR Models
23. Non-linear in the Parameter Regression Models
24. Panel Data Regression Models
Appendixes
A. A Review of Some Statistical Concepts
B. Rudiments of Matrix Algebra
C. Linear Regression Model in Matrix Notation
D. Statistical Tables
Selected Bibliography
Indexes
Name Index
Subject Index
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