Essentials of econometrics

書誌事項

Essentials of econometrics

Damodar Gujarati

McGraw-Hill, c1992

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注記

"International edition"

Includes bibliographical references (p. 455-456) and indexes

内容説明・目次

内容説明

An introduction to econometrics and its applications. The text emphasizes the intuition behind econometric analysis and contains examples from economics, finance, marketing and management to explain concepts.

目次

  • The nature and scope of econometrics
  • a review of basic statistical concepts
  • some important probability distributions
  • statistical inference
  • linear regression - basic ideas
  • the two-variable regression models
  • multiple regression
  • functional forms of regression models
  • regression on dummy explanatory variables
  • multicollinearity
  • heteroscedasticity
  • autocorrelation
  • model selection - criteria and tests
  • selected topics in single equation regression models.

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