Econometrics by example / by Damodar Gujarati
By: Gujarati, Damodar [Author].
Material type: TextPublisher: New York : Palgrave Macmillan, 2015.Edition: 2nd ed.Description: xxx, 466 p.ISBN: 9781137607348.Subject(s): Economics -- Mathematical principles | StatisticsDDC classification: 330.0151Item 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)) | 2016 | Available | 8059-9 |
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330.0151 GUE Econometrics by example | 330.0151 GUE Econometrics by example | 330.0151 GUE Essentials of econometrics | 330.0151 GUE Econometrics by example | 330.0151 HEM Microeconomic theory a mathematical approach | 330.0151 HEM Microeconomic theory a mathematical approach | 330.0151 HEM Microeconomic theory a mathematical approach |
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
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