Basic econometrics / Damodar N. Gujarati, Dawn C. Porter.
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Main Author: | |
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Other Authors: | |
Format: | Book |
Language: | English |
Published: |
Boston :
McGraw-Hill Irwin,
©2009.
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Edition: | 5th ed. |
Series: | McGraw-Hill series in economics.
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Subjects: |
Table of Contents:
- 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.