Basic Econometrics w/Software Disk
4th Edition
Published on 16. May 2002
Book
978-0-07-247852-5 (ISBN)
Description
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.
More details
Edition
4th edition
Language
English
Place of publication
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Dimensions
Height: 229 mm
Width: 178 mm
Thickness: 44 mm
Weight
1678 gr
ISBN-13
978-0-07-247852-5 (9780072478525)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Person
After teaching for more than 28 years at the City University of New York, He is currently a professor of Economics in the Department of Social Sciences at the U.S. Military Academy at West Point, New York. Dr. Gujarati received his M.Com. degree from the University of Bombay in 1960, his M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree from the University of Chicago in 1965. Dr. Gujarati has published extensively in recognized national and international journals, such as the Review of Economics and Statistics, the Economic Journal, the Journal of Financial and Quantitative Analysis, the Journal of Business, the American Statistician, and the Journal of Industrial and Labor Relations.
Content
IntroductionPart I - Single-Equation Regression Models 1. The Nature of Regression Analysis 2. Two-Variable Regression Analysis: Some Basic Ideas 3. Two Variable Regression Model: The Problem of Estimation 4. Classical Normal Linear Regression Model (CNLRM) 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. Dummy Variable Regression ModelsPart 2: Relaxing Assumptions of the Classical Model 10. Multicollinearity: What Happens if the Regressions are Correlated? 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant? 12. Autocorrelation: What Happens if the Error Terms are Correlated? 13. Econometric Modeling I: Model Specification and Diagnostic Testing?Part 3: Topics in Econometrics 14. Nonlinear Regression Models 15. Qualitative Response Regression Models 16. Panel Data Regression Models 17. Dynamic Econometric Model: Autoregressive and Distributed Lag ModelsPart 4: Simultaneous Equation Models 18. Simultaneous-Equation Models 19. The Identification Problem 20. Simultaneous-Equation MethodsPart 5: Time Series Econometrics 21. Time Series Econometrics: Some Basic Concepts 22. Time Series Econometrics: Forecasting Appendixes A.A Review of Some Statistical Concepts B.Rudiments of Matrix Algebra C.The Matrix Approach to the Linear Regression Model D.Statistical Tables Selected Bibliography Indexes Name Index Subject Index