Econometrics by example / Damodar Gujarati.
Material type: TextPublisher: London ; New York, NY : Macmillan Education Palgrave, 2015Edition: Second editionDescription: xxx, 466 pages ; 25 cmISBN: 9781137375018; 1137375019Subject(s): Econometrics | EconometricsDDC classification: 330.0182 LOC classification: HB139 | .G847 2015Online resources: E-bookItem type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Available | 143888 | |
Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Available | 143889 | |
Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Checked out | 21/05/2024 | 143890 |
Previous edition: 2011.
Includes bibliographical references and index.
1. Basics of linear regression: an overview -- 2. Functional forms of regression models -- 3. Qualitative explanatory variables regression models -- 4. Regression diagnostic I: multicollinearity -- 5. Regression diagnostic II: heteroscedasticity -- 6. Regression diagnostic III: autocorrelation -- 7. Regression diagnostic IV: model specification errors -- 8. Logit and probit models -- 9. Multinomial regression models -- 10. Ordinal regression models -- 11. Limited dependent variable regression models -- 12. Modeling count data: the Poisson and negative binomial regression models -- 13. Stationary and nonstationary time series -- 14. Cointegration and error correction models -- 15. Asset price volatility: the ARCH and GARCH models -- 16. Economic forecasting -- 17. Panel data regression models -- 18. Survival analysis -- 19. Stochastic regressors and the method of instrumental variables -- 20. Beyond OLS: quantile regression -- 21. Multivariate regression models -- Appendices. 1. Data sets used in the text -- 2. Statistical appendix -- Index.
"The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step." -- Publisher's website.
There are no comments on this title.