Econometrics by example

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"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.

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Title Statements

Full title :Econometrics by example / Damodar Gujarati.

Summary

Edition Statements

Publication Date:©2015
Edition:Second edition

Publication Statements

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

Notes

ODL_2016/2017.

Previous edition: 2011.

The Physical Object

Description:xxx, 466 pages ; : 25 cm

Edition Identifiers

ISBN:9781137375018, 1137375019, 9781137607348, 1137607343
oclc:ocn900241943
LC Classification:HB139
Dewey Decimal:330.01/5195

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.