Econometrics by Exampleis an introductory text for students who wish to focus on practical applications of econometric theory. Each chapter contains one or two examples that are discussed in depth. The example-led approach and engaging writing style are ideal for students tackling the subject for the first time.
DAMODAR GUJARATI is Emeritus Professor of Economics, US Military Academy, West Point, New York. Professor Gujarati is the author of several successful econometrics textbooks, such as Basic Econometrics 5e and Essentials of Econometrics 4e.
Table of Contents
PART I: THE LINEAR REGRESSION MODEL The Linear Regression Model Functional Forms of Regression Models Qualitative Explanatory Variables Regression Models PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL Regression Diagnostic I: Multicollinearity Regression Diagnostic II: Heteroscedasticity Regression Diagnostic III: Autocorrelation Regression Diagnostic IV: Model Specification Errors PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA Categorical Dependent Variable Models: The Logit And Probit Models Multinomial Regression Models Original Regression Models Limited Dependent Variable Regression Models Modeling Count Data: The Poisson And Negative Binomial Regression Models PART IV: TOPICS IN TIME SERIES ECONOMETRICS Stationary and Nonstationary Time Series Cointegration and Error Correction Models Asset Price Volatility: The Arch and Garch Models Economic Forecasting with Arima and VAR Models Panel Data Regression Models Survival Analysis Invariables