Essentials of Econometrics (with disk)
2nd Edition
Published on 16. March 1999
Book
Mixed media product
496 pages
978-0-07-116306-4 (ISBN)
Description
Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.
More details
Edition
2nd edition
Language
English
Place of publication
London
United Kingdom
Publishing group
McGraw-Hill Education - Europe
Target group
College/higher education
Dimensions
Height: 234 mm
Width: 164 mm
Thickness: 28 mm
Weight
812 gr
ISBN-13
978-0-07-116306-4 (9780071163064)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Previous edition
Damodar N. Gujarati
Essentials of Econometrics
Book
04/1992
McGraw-Hill Education (ISE Editions)
€29.70
Article exhausted; check for reprint
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
Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model; Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes