(eBook PDF) Econometrics by Example 2nd Edition – Digital Ebook – Instant Delivery Download
Product details:
- ISBN-10 : 1137375019
- ISBN-13 : 978-1137375018
- Author: Damodar Gujarati
The second edition of this bestselling textbook retains its unique learning-by-doing approach to econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step. Damodar Gujarati’s clear, concise, writing style guides students from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics. The basic statistics needed to follow the book are covered in an appendix, making the book a flexible and self-contained learning resource.
Table contents:
1. The linear regression model: an overview
2. Functional forms of regression models
3. Qualitative explanatory variables regression models
4. Regression diagnostic I: multicollinearity
5. Regression diagnostic II: heteroscedasticity
6. Regression diagnostic III: autocorrelation
7. Regression diagnostic IV: model specification errors
8. The logit and probit models
9. Multinomial regression models
10. Ordinal regression models
11. Limited dependent variable regression models
12. Modeling count data: the Poisson and negative binomial regression models
13. Stationary and nonstationary time series
14. Cointegration and error correction models
15. Asset price volatility: the ARCH and GARCH models
16. Economic forecasting
17. Panel data regression models
18. Survival analysis
19. Stochastic regressors and the method of instrumental variables
20. Beyond OLS: quantile regression
21. Multivariate regression models
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