Basic Econometrics

Damodar Gujarati And New Co-author, Dawn Porter, Blend The Foundations Of Econometrics With Up-to-date Research. Basic Econometrics Illustrates Important Concepts Through Intuitive And Informative Examples And Data. The Basic Econometrics, 5e Website Uses Periodic Updates To Provide Students And Instructors With The Most Current Introduction To Econometrics. Students Can Access Econometric Web Links, Data Sets From The Text, And Additional Large Sample Data Not Included In The Book. Instructors Will Also Find The Solutions Manual, As Well As All Of The Text Images For Easy Download. --book Jacket. Introduction -- Nature Of Regression Analysis -- Two-variable Regression Analysis : Some Basic Ideas -- Two-variable Regression Model: The Problem Of Estimation -- Classical Normal Linear Regression Model -- 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 Model -- Multicollinearity : What Happens In The Regressors Are Correlated? -- Heteroscedasticity: What Happens If The Error Variance Is Nonconstant? -- Autocorrelation: What Happens If The Error Terms Are Correlated? -- Economic Modeling: Model Specification And Diagnostic Testing -- Nonlinear Regression Models -- Qualitative Response Regression Models -- Panel Data Regression Models -- Dynamic Econometric Models : Autoregressive And Distributed-lag Models -- Simultaneous-equation Models -- Identification Problem -- Simultaneous-equation Methods -- Time Series Econometrics : Some Basic Concepts -- Time Series Econometrics : Forecasting -- Appendix A : A Review Of Some Statistical Concepts -- Appendix B : Rudiments Of Matrix Algebra -- Appendix C : 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. Damodar N. Gujarati, Dawn C. Porter. Includes Bibliographical References (p. 902-903) And Indexes.