Essentials of Econometrics (Int'l Ed) - Brossura

Gujarati, Damodar

Brossura

ISBN 10: 0071276076 ISBN 13: 9780071276078

Casa editrice: McGraw-Hill Education / Asia, 2009

Riassunto

The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.

Su questo libro

L'autore:

After teaching for more than 28 years at the City University of New York, He is currently a professor of Economics in the Department of Social Sciences at the U.S. Military Academy at West Point, New York. Dr. Gujarati received his M.Com. degree from the University of Bombay in 1960, his M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree from the University of Chicago in 1965. Dr. Gujarati has published extensively in recognized national and international journals, such as the Review of Economics and Statistics, the Economic Journal, the Journal of Financial and Quantitative Analysis, the Journal of Business, the American Statistician, and the Journal of Industrial and Labor Relations.

Contenuti:

Chapter 1: The Nature and Scope of Econometrics

Part I: The Linear Regression Model

Chapter 2: Basic Ideas of Linear Regression

Chapter 3: The Two-Variable Model: Hypothesis Testing

Chapter 4: Multiple Regression: Estimation and Hypothesis Testing

Chapter 5: Functional Forms of Regression Models

Chapter 6: Dummy Variable Regression Models

Part II: Regression Analysis in Practice

Chapter 7: Model Selection: Criteria and Tests

Chapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?

Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?

Chapter 10: What Happens if Error Terms are Correlated?

Part II: Advanced Topics in Econometrics

Chapter 11: Simultaneous Equation Models

Chapter 12: Selected Topics in Single-Equation Regression Models

Appendices

Introduction: 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

Su questa edizione

• Editore: McGraw-Hill Education / Asia
• Data di pubblicazione: 2009
• ISBN 10: 0071276076
• ISBN 13: 9780071276078
• Rilegatura: Copertina flessibile
• Numero edizione: 4
• Numero di pagine: 544