Econometrics by Example

by Gujarati, Damodar

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Title Statements

Full title :Econometrics by Example / Damodar Gujarati.

Edition Statements

Publication Date:©2015
Edition:Second edition

Publication Statements

Publisher(s):Palgrave
Place of Publication:London
Language:eng
Publication Date:©2015

Notes

Originally published: 2015.

PART I: BASICS OF LINEAR REGRESSION.- 1. The Linear Regression Model .- 2. Functional Forms of Regression Models .- 3. Qualitative Explanatory Variables Regression Models .- PART II: REGRESSION DIAGNOSTICS.- 4. Regression Diagnostic I: Multicollinearity .- 5. Regression Diagnostic II: Heteroscedasticity .- 6. Regression Diagnostic III: Autocorrelation .- 7. Regression Diagnostic IV: Model Specification Errors .- PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA .- 8. Stochastic Regressors and the Method of Instrumental Variables.- 9. The Logit and Probit Models.- 10. Multinomial Regression Models.- 11. Ordinal Regression Models.- 12. Limited Dependent Variable Regression Models .- PART IV: TIME SERIES ECONOMETRICS.- 13. Modeling Count Data .- 14. Stationary and Nonstationary Time Series.- 15. Conintegration and Error Correction Models.- 16. Asset Price Volatility: the ARCH and GARCH Models.- PART V: SELECTED TOPICS IN ECONOMETRICS.- 17. Economic Forecasting.- 18. Panel Data Regression Models.- 19. Stochastic Regressors and the Method of Instrumental Variables.- 20. Quantile Regression Modeling.- 21. Multivariate Regression Models.

The Physical Object

Description:1 online resource (xxx, 466 pages) : : illustrations

Edition Identifiers

ISBN:9781137375025, 1137375027
oclc:on1053862922
Dewey Decimal:330.015195

Subjects

Analyse de régression BUSINESS & ECONOMICS -- Econometrics Econometrics Économétrie Economics Économie politique management science regression analysis Sciences de la gestion