Econometrics by example
Gujarati, Damodar
Econometrics by example by Damodar Gujarati - 2nd ed - New York Palgrave Macmillan 2015 - xxx, 466 p. :
Includes bibliographical references and index.
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 PART V: SELECTED TOPICS IN ECONOMETRICS -- Panel Data Regression Models -- Survival Analysis -- Stochastic regressors and the method of instrumental variables --Beyond OLS; quantile regression --Multivariate regression models
9781137607348 Rs 626.00
Economics--Mathematical principles
Statistics
330.0151 / GUE
Econometrics by example by Damodar Gujarati - 2nd ed - New York Palgrave Macmillan 2015 - xxx, 466 p. :
Includes bibliographical references and index.
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 PART V: SELECTED TOPICS IN ECONOMETRICS -- Panel Data Regression Models -- Survival Analysis -- Stochastic regressors and the method of instrumental variables --Beyond OLS; quantile regression --Multivariate regression models
9781137607348 Rs 626.00
Economics--Mathematical principles
Statistics
330.0151 / GUE