Econometrics by Example – Damodar N. Gujarati – 1st Edition

Description

Damodar is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a unique -by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view, with each chapter anchored in one or two extended real-life examples. The basic theory underlying each topic is covered and an appendix is included on the basic statistical concepts that underlie the material, making Econometrics by Example an ideally flexible and self-contained learning resource for students studying econometrics for the first time.

The book includes:
– a wide-ranging collection of examples, with data on mortgages, exchange rates, charitable giving, fashion sales and more
– a clear, step-by-step writing style that guides you from model formulation, to and hypothesis-testing, through to post-estimation diagnostics
– coverage of modern topics such as variables and panel data
– extensive use of Stata and EViews statistical packages with reproductions of the outputs from these packages
– an appendix discussing the basic concepts of statistics
– end-of-chapter summaries, conclusions and exercises to reinforce your learning
– companion website containing PowerPoint slides and a full to all exercises for instructors, and downloadable data sets and chapter summaries for students.

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  • PART I: THE LINEAR REGRESSION MODEL
    CHAPTER 1: The Linear Regression Model: An Overview
    CHAPTER 2: Functional Forms of Regression Models
    CHAPTER 3: Qualitative Explanatory Variables Regression Models

    PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL
    CHAPTER 4: Regression Diagnostic I: Multicollinearity
    CHAPTER 5: Regression Diagnostic II: Heteroscedasticity
    CHAPTER 6: Regression Diagnostic III: Autocorrelation
    CHAPTER 7: Regression Diagnostic IV: Model Specification Errors

    PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA
    CHAPTER 8: The Logit And Probit Models
    CHAPTER 9: Multinomial Regression Models
    CHAPTER 10: Oridinal Regression Models
    CHAPTER 11: Limited Dependent Variable Regression Models
    CHAPTER 12: Modeling Count Data: The Poisson and Negative Binomial Regression Models

    PART IV: TOPICS IN TIME SERIES ECONOMETRICS
    CHAPTER 13: Stationary and Nonstationary Time Series
    CHAPTER 14: Cointegration and Error Correction Models
    CHAPTER 15: Asset Price Volatility: The ARCH and GARCH Models
    CHAPTER 16: Economic Forecasting
    CHAPTER 17: Panel Data Regression Models
    CHAPTER 18: Survival Analysis
    CHAPTER 19: Stochastic Regressors and the Method of Instrumental Variables
  • Citation
    • Full Title: Econometrics by Example
    • Author/s:
    • ISBN-10: 230394353
    • ISBN-13: 9780230394353
    • Edition: 1st Edition
    • Publication date: 2011
    • Topic: Business
    • Subtopic: Econometrics
    • File Type: eBook
    • Idioma: English

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