Econometrics by example / by Damodar Gujarati
By: Gujarati, Damodar.
Material type: TextPublisher: New York : Palgrave Macmillan, 2011.Description: xxviii, 371 p. : ill.ISBN: 9780230394353.Subject(s): ECONOMICS | ECONOMETRICS | ECONOMICS- MATHEMATICAL ASPECT | REGRESSIONDDC classification: 330.0151 GUEItem type | Current library | Call number | Copy number | Status | Date due | Barcode |
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Books | HCC Seminar Library General Stacks | 330.0151 GUE (Browse shelf(Opens below)) | Available | 7006-8 | ||
Books | HCC Seminar Library General Stacks | 330.0151 GUE (Browse shelf(Opens below)) | 2012 | Available | 7186-9 |
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330.0151 GUB Basic econometrics | 330.0151 GUB Basic econometrics | 330.0151 GUE Econometrics by example | 330.0151 GUE Econometrics by example | 330.0151 GUE Econometrics by example | 330.0151 GUE Essentials of econometrics | 330.0151 GUE Econometrics by example |
Includes bibliographical references and index. Includes Appendix.
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 --
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