Basic econometrics / Damodar N. Gujarati, Dawn C. Porter.

Saved in:
Bibliographic Details
Main Author: Gujarati, Damodar N.
Other Authors: Porter, Dawn C.
Format: Book
Language:English
Published: Boston : McGraw-Hill Irwin, ©2009.
Edition:5th ed.
Series:McGraw-Hill series in economics.
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.