| Basic econometrics | |
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Gujarati's "Basic Econometrics" provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor; for example, the material covered in the appendices may be assigned to students with mathematical bend. More advanced students can study matrix algebra given in Appendix B, and can then study the linear regression model using matrix algebra in Appendix C. Theoretical exercises marked with asterisks may be covered selectively. Gujarati remains accessible to a wide variety of students, because it covers the material without excessive mathematical rigor or advanced statistics. A disk of data sets is provided with the text. |
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| Statement of Responsibility | |
| Author(s) | Damodar N Gujarati - Personal Name |
| Edition | 4th ed |
| Call Number | [AKT-LIB-21] |
| Subject(s) | Ekonometri Econometrics |
| Language | English |
| Publisher | McGraw Hill |
| Publishing Year | 2003 |
| Specific Detail Info | Pt. 1. Single-equation regression models. The nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model : the problem of estimation -- Classical normal linear regression model (CNLRM) -- Two-variable regression : interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression models -- Pt. 2. Relaxing the assumptions of the classical model. Multicollinearity : what happens if the regressors are correlated -- Heteroscedasticity : what happens if the error variance is nonconstant? -- Autocorrelation : what happens if the error terms are correlated -- Econometric modeling : model specification and diagnostic testing -- Pt. 3. Topics in econometrics. Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Pt. 4. Simultaneous-equation models. Simultaneous-equation models -- The identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting. |
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