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Basic Econometrics

Опубликовано на портале: 30-07-2004
New York: McGraw Hill, 2002
Тематический раздел:
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. A CD of data sets is provided with the text.

Preface

Introduction

Part I Single-Equation Regression Models

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: 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 Regressors 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 Models: 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


Part V Time Series Econometrics

Chapter 21. Time Series Econometrics: Some Basic Concepts
Chapter 22. Time Series Econometrics: Forecasting

Selected Bibliography
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См. также:
Donald Wilfrid Kao Andrews
Journal of Econometrics. 1988.  Vol. 37. No. 1. P. 135-157. 
[Статья]
Jeffrey M. Wooldridge
[Книга]
Whitney K. Newey, Kenneth D. West
Econometrica. 1987.  Vol. 55. No. 3. P. 703-708. 
[Статья]
Russell Davidson, James G. MacKinnon
Oxford Bulletin of Economics and Statistics. 1988.  Vol. 50. No. 2. P. 203-218. 
[Статья]
G.S. Maddala
[Книга]
Jack Jonston, John DiNardo
[Книга]
Solomos Solomou, Martin Weale
Journal of the Royal Statistical Society. Series A (Statistics in Society). 1993.  Vol. 156. No. 1. P. 89-105. 
[Статья]