BASIC ECONOMETRICS , 4th Edition ( Paperback)

Book Description

BASIC ECONOMETRICS , 4th Edition ( Paperback)

Gujarati’s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor; for example, the material covered in the appendices may be assigned to students with mathematical bend. More advanced students can study matrix algebra given in Appendix B and can then study the linear regression model using matrix algebra in Appendix C Theoretical exercises marked with asterisks may be covered selectively Gujarati remains accessible to a wide variety of students because it covers the material without excessive mathematical rigor or advanced statistics. A disk of data sets is provided with the text.

Table of Contents
Preface
Introduction

Part I: Single-Equation Regression Models
1. The Nature of Regression Analysis
2. Two-Variable 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. Dummy Variable Regression Models

Part II: Relaxing the Assumptions of the Classical Model
10. Multicollinearity: What Happens if the Regressors are Correlated
11. Heteroscedasticity: What Happens if 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 an Distributed Lag Models

Part IV: Simultaneous Equation Models
18. Simultaneous Equation Models
19. The Identification Problem
20. Simultaneous Equation Methods
21. Time Series Econometrics:Some Basic Concepts
22. Time Series Econometrics: Forecasting

Appendixes
Selected Bibliography