Basic econometrics /
Gujarati, Damodar N.
Basic econometrics / [Damodar N. Gujarati] - 4th edition. - New York : McGraw-Hill, 2003. - 1002p.;+ 1 CD-ROM (4 3/4").
Previous ed. 1995.
Part I.Single-equation regression models -- 1.The nature of regression models -- 2.Two-varible regression analysis: some basic ideas -- 3.Two-variable regression model: the problem of estimation -- 4.Classical normal linear regression model (CNLRM) -- 5.Two-variable regression: interval estimation and hypothesis testing -- 6.Extensions of the two-variable linear regression model -- 7.Multiple regression analysis: the problem of estimation -- 8.Multiple regression analysis: the problem of inference -- 9.Dumme variable regression model -- Part II.Relaxing the assumptions of the classical models -- 10.Multicollinearity: what happens if the regressors are correlated -- 11.Heteroscedasticity: what happens of the error variance is nonconstant? -- 12.Autocorrelation: what happens if the error terms are correlated -- 13.Econometric modeling: model specification and diagnostic testing -- Part III.Topics in econometrics -- 14.Nonlinear regression models -- 15.Qualitative response regression models -- 16.Panel data regression models -- 17.Dynamic econometric models: autoregressive and distributed-lag models -- Part IV.Simultaneous-equation models -- 19.The identification problem -- 20.Simultaneous-equation methods -- 21.Time series econometrics: some basic concepts-- 22.Time series econometrics: forecasting.
0071230173 0072478527
Econometrics.
330.015118 GUJ
Basic econometrics / [Damodar N. Gujarati] - 4th edition. - New York : McGraw-Hill, 2003. - 1002p.;+ 1 CD-ROM (4 3/4").
Previous ed. 1995.
Part I.Single-equation regression models -- 1.The nature of regression models -- 2.Two-varible regression analysis: some basic ideas -- 3.Two-variable regression model: the problem of estimation -- 4.Classical normal linear regression model (CNLRM) -- 5.Two-variable regression: interval estimation and hypothesis testing -- 6.Extensions of the two-variable linear regression model -- 7.Multiple regression analysis: the problem of estimation -- 8.Multiple regression analysis: the problem of inference -- 9.Dumme variable regression model -- Part II.Relaxing the assumptions of the classical models -- 10.Multicollinearity: what happens if the regressors are correlated -- 11.Heteroscedasticity: what happens of the error variance is nonconstant? -- 12.Autocorrelation: what happens if the error terms are correlated -- 13.Econometric modeling: model specification and diagnostic testing -- Part III.Topics in econometrics -- 14.Nonlinear regression models -- 15.Qualitative response regression models -- 16.Panel data regression models -- 17.Dynamic econometric models: autoregressive and distributed-lag models -- Part IV.Simultaneous-equation models -- 19.The identification problem -- 20.Simultaneous-equation methods -- 21.Time series econometrics: some basic concepts-- 22.Time series econometrics: forecasting.
0071230173 0072478527
Econometrics.
330.015118 GUJ