Essentials of econometrics

by Gujarati, Damodar N.

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Title Statements

Full title :Essentials of econometrics / Damodar N. Gujarati, ... Dawn C. Porter, ...

Edition Statements

Publication Date:cop. 2010.
Edition:4th ed

Publication Statements

Publisher(s):McGraw-Hill
Place of Publication:New York
Language:eng
Publication Date:cop. 2010.

The Physical Object

Description:1 vol. (XXII-554 p.) : : ill., couv. ill. ; : 24 cm

Edition Identifiers

ISBN:9780073375847, 0073375845, 9780071276078, 0071276076
oclc:ocn864435669
LC Classification:HB139
Dewey Decimal:330.01/5195

The nature and scope of econometrics -- Pt. I: The linear regression model. Basic ideas of linear regression: the two-variable model ; The two-variable model: hypothesis testing ; Multiple regression: estimation and hypothesis testing ; Functional forms of regression models ; Dummy variable regression models -- Pt. II: Regression analysis in practice. Model selection: criteria and tests ; Multicollinearity: what happens if explanatory variables are correlated? ; Heteroscedasticity: what happens if the error variance is nonconstant? ; Autocorrelation: what happens if error terms are correlated? -- Pt. III: Advanced topics in econometrics. Simultaneous equation models ; Selected topics in single equation regression models -- Introduction to Appendixes A, B, C, and D: basics of probability and statistics. Appendix A: Review of statistics: probability and probability distributions ; Appendix B: Characteristics of probability distributions ; Appendix C: Some important probability distributions ; Appendix D: Statistical inference: estimation and hypothesis testing ; Appendix E: Statistical tables ; Appendix F: Computer output of EViews, MINITAB, Excel, and STATA.

Subjects

Econometrics Économétrie Économétrie -- Méthodes statistiques Economics -- Statistical methods Économie politique -- Méthodes statisti… Ekonometri Ekonomi -- İstatistiksel yöntemler