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    Basic Econometrics

    Basic Econometrics by Gujarati, Damodar; Porter, Dawn;

    Series: IRWIN ECONOMICS;

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    Product details:

    • Edition number 5
    • Publisher McGraw-Hill Education
    • Date of Publication 16 November 2008

    • ISBN 9780073375779
    • Binding Hardback
    • No. of pages944 pages
    • Size 261x228x35 mm
    • Weight 1837 g
    • Language English
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    Long description:

    Gujarati and Porter?s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.

    Gujarati and Porter?s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.

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    Table of Contents:

    Part I: Single-Equation Regression Model

    Chapter 1: The Nature of Regression Analysis

    Chapter 2: Two-Variable Regression Analysis: Some Basic Ideas

    Chapter 3: Two Variable Regression Model: The Problem of Estimation

    Chapter 4: Classical Normal Linear Regression Model (CNLRM)

    Chapter 5: Two-Variable Regression: Interval Estimation and Hypothesis Testing

    Chapter 6: Extensions of the Two-Variable Linear Regression Model

    Chapter 7: Multiple Regression Analysis: The Problem of Estimation

    Chapter 8: Multiple Regression Analysis: The Problem of Inference

    Chapter 9: Dummy Variable Regression Models

    Part II: Relaxing the Assumptions of the Classical Model

    Chapter 10: Multicollinearity: What happens if the Regressor are Correlated

    Chapter 11: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?

    Chapter 12: Autocorrelation: What Happens if the Error Terms are Correlated

    Chapter 13: Econometric Modeling: Model Specification and Diagnostic Testing

    Part III: Topics in Econometrics

    Chapter 14: Nonlinear Regression Models

    Chapter 15: Qualitative Response Regression Models

    Chapter 16: Panel Data Regression Models

    Chapter 17: Dynamic Econometric Model: Autoregressive and Distributed-Lag Models.

    Part IV: Simultaneous-Equation Models

    Chapter 18: Simultaneous-Equation Models.

    Chapter 19: The Identification Problem.

    Chapter 20: Simultaneous-Equation Methods.

    Chapter 21: Time Series Econometrics: Some Basic Concepts

    Chapter 22: Time Series Econometrics: Forecasting

    Appendix A: Review of Some Statistical Concepts

    Appendix B: Rudiments of Matrix Algebra

    Appendix C: The Matrix Approach to Linear Regression Model

    Appendix D: Statistical Tables

    Appendix E: Computer Output of EViews, MINITAB, Excel, and STATA

    Appendix F: Economic Data on the World Wide Web

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