The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.
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Presents a user-friendly introduction to econometric theory and techniques. This book helps students understand econometric techniques through examples, explanations, and a variety of problem material.
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Chapter 1: The Nature and Scope of EconometricsPart I: The Linear Regression ModelChapter 2: Basic Ideas of Linear RegressionChapter 3: The Two-Variable Model: Hypothesis TestingChapter 4: Multiple Regression: Estimation and Hypothesis TestingChapter 5: Functional Forms of Regression ModelsChapter 6: Dummy Variable Regression ModelsPart II: Regression Analysis in PracticeChapter 7: Model Selection: Criteria and TestsChapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?Chapter 10: What Happens if Error Terms are Correlated?Part II: Advanced Topics in EconometricsChapter 11: Simultaneous Equation ModelsChapter 12: Selected Topics in Single-Equation Regression ModelsAppendicesIntroduction: Basics of Probability and StatisticsAppendix A: Review of Statistics: Probability and Probability DistributionsAppendix B: Characteristics of Probability DistributionsAppendix C: Some Important Probability DistributionsAppendix D: Statistical Inference: Estimation and Hypothesis TestingAppendix E: Statistical TablesAppendix F: Computer Output of EViews, Minitab, Excel, and STATA
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Produktdetaljer

ISBN
9780073375847
Publisert
2009-06-16
Utgave
4. utgave
Utgiver
Vendor
McGraw Hill Higher Education
Vekt
1008 gr
Høyde
239 mm
Bredde
191 mm
Dybde
23 mm
Aldersnivå
UU, 05
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
576

Biografisk notat

After teaching for more than 28 years at the City University of New York, He is currently a professor of Economics in the Department of Social Sciences at the U.S. Military Academy at West Point, New York. Dr. Gujarati received his M.Com. degree from the University of Bombay in 1960, his M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree from the University of Chicago in 1965. Dr. Gujarati has published extensively in recognized national and international journals, such as the Review of Economics and Statistics, the Economic Journal, the Journal of Financial and Quantitative Analysis, the Journal of Business, the American Statistician, and the Journal of Industrial and Labor Relations.