Essentials of Econometrics (Int'l Ed)
4th Edition
Published on 16. August 2009
Book
Paperback/Softback
544 pages
978-0-07-127607-8 (ISBN)
Description
The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.
More details
Edition
4th edition
Language
English
Place of publication
London
United States
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Dimensions
Height: 237 mm
Width: 186 mm
Thickness: 17 mm
Weight
819 gr
ISBN-13
978-0-07-127607-8 (9780071276078)
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
Chapter 1: The Nature and Scope of EconometricsPart I: The Linear Regression ModelChapter 2: Basic Ideas of Linear RegressionChapter 3: The Two-Variable Model: Hypothesis TestingChapter 4: Multiple Regression: Estimation and Hypothesis TestingChapter 5: Functional Forms of Regression ModelsChapter 6: Dummy Variable Regression ModelsPart II: Regression Analysis in PracticeChapter 7: Model Selection: Criteria and TestsChapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?Chapter 10: What Happens if Error Terms are Correlated?Part II: Advanced Topics in EconometricsChapter 11: Simultaneous Equation ModelsChapter 12: Selected Topics in Single-Equation Regression ModelsAppendicesIntroduction: Basics of Probability and StatisticsAppendix A: Review of Statistics: Probability and Probability DistributionsAppendix B: Characteristics of Probability DistributionsAppendix C: Some Important Probability DistributionsAppendix D: Statistical Inference: Estimation and Hypothesis TestingAppendix E: Statistical TablesAppendix F: Computer Output of EViews, Minitab, Excel, and STATA