Essentials of econometrics
Gujarati,Damodar
Essentials of econometrics - 2nd edition - Boston : Irwin/McGraw-Hill, ©1999. - xxv, 534 pages : illustrations ; CD Rom
Includes index
Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model; Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes
Contains a user-friendly introduction to econometric theory and techniques, especially linear regression analysis. This work contains examples, explanations, and a variety of problem material to help students understand the econometric techniques. It also includes a disk.
9780071163064 0071163069
Econometrics.
330.015195 / GUJ
Essentials of econometrics - 2nd edition - Boston : Irwin/McGraw-Hill, ©1999. - xxv, 534 pages : illustrations ; CD Rom
Includes index
Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model; Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes
Contains a user-friendly introduction to econometric theory and techniques, especially linear regression analysis. This work contains examples, explanations, and a variety of problem material to help students understand the econometric techniques. It also includes a disk.
9780071163064 0071163069
Econometrics.
330.015195 / GUJ