Basic Econometrics – Damodar N. Gujarati – 4th Edition

Description

The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner.

The is designed to help understand 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 beyond the introductory level. The fourth edition continues that tradition.

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  • Preface
    Introduction

    <strong>Part I Single-Equation Regression Models</strong>
    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

    <strong>Part II Relaxing the Assumptions of the Classical Model</strong>
    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

    <strong>Part III Topics in Econometrics</strong>
    Chapter 14 Nonlinear Regression Models
    Chapter 15 Qualitative Response Regression Models
    Chapter 16 Panel Data Regression Models
    Chapter 17 Dynamic Econometric Models: Authoregressive and Distributed-Lag Models

    <strong>Part IV Simultaneous-Equation Models</strong>
    Chapter 18 Simultaneous-Equation Models
    Chapter 19 The Identification Problem
    Chapter 20 Simultaneous-Equation Methods

    <strong>Part V Time Series Econometrics</strong>
    Chapter 21 Time Series Econometrics: Some Basic Concepts
    Chapter 22 Time Series Econometrics: Forecasting

    Selected Bibliography
  • Citation

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