Essentials of econometrics

書誌事項

Essentials of econometrics

Damodar Gujarati

(McGraw-Hill international editions, . Economics series)

Irwin McGraw-Hill, c1999

2nd ed

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注記

Bibliography: p. 523-525

Includes indexes

内容説明・目次

内容説明

Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.

目次

  • Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model
  • Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes

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