Essentials of Econometrics (with disk)
2nd Edition
Published on 16. September 1998
Book
466 pages
978-0-07-561935-2 (ISBN)
Description
A user-friendly introduction to econometric theory and techniques, especially linear regression analysis. 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
United States
Publishing group
McGraw-Hill Education - Europe
Illustrations
Illustrations
Dimensions
Height: 241 mm
Width: 165 mm
Thickness: 26 mm
Weight
893 gr
ISBN-13
978-0-07-561935-2 (9780075619352)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its 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
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