Basic Econometrics

by Gujarati, Damodar; Porter, Dawn

• ISBN13: 9780073375779
• ISBN10: 0073375772
• Edition: 5th
• Format: Hardcover
• Copyright: 2008-10-08
• Publisher: McGraw-Hill Education

Summary

Gujarati and Porter's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.

Table of Contents

Single-Equation Regression Model

The Nature of Regression Analysis

Two-Variable Regression Analysis: Some Basic Ideas

Two Variable Regression Model: The Problem of Estimation

Classical Normal Linear Regression Model (CNLRM)

Two-Variable Regression: Interval Estimation and Hypothesis Testing

Extensions of the Two-Variable Linear Regression Model

Multiple Regression Analysis: The Problem of Estimation

Multiple Regression Analysis: The Problem of Inference

Dummy Variable Regression Models

Relaxing the Assumptions of the Classical Model

Multicollinearity: What happens if the Regressor are Correlated

Heteroscedasticity: What Happens if the Error Variance is Nonconstant?

Autocorrelation: What Happens if the Error Terms are Correlated

Econometric Modeling: Model Specification and Diagnostic Testing

Topics in Econometrics

Nonlinear Regression Models

Qualitative Response Regression Models

Panel Data Regression Models

Dynamic Econometric Model: Autoregressive and Distributed-Lag Models.

Simultaneous-Equation Models

Simultaneous-Equation Models

The Identification Problem

Simultaneous-Equation Methods

Time Series Econometrics: Some Basic Concepts

Time Series Econometrics: Forecasting

Review of Some Statistical Concepts

Rudiments of Matrix Algebra

The Matrix Approach to Linear Regression Model

Statistical Tables

Computer Output of EViews, MINITAB, Excel, and STATA

Economic Data on the World Wide Web

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