Basic econometrics / Damodar N. Gujarati, Dawn C. Porter,Sangeetha Gunasekar
Material type: TextPublisher: India : McGraw-Hill Education (India), 2009Edition: 5th ednDescription: xxiii, 886 pages : illustrations ; 26 cmISBN: 9780071333450; 0071333452Subject(s): Econometrics | EconometricsDDC classification: 330.0182Item type | Current location | Call number | Status | Date due | Barcode |
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Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Available | 147274 | |
Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Available | 143809 | |
Books | GKVK Library | 330.0182 GUJ (Browse shelf) | Available | 143808 |
Includes bibliographical references (pages 869-886) and indexes.
Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
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