Econometrics by example
/ Damodar Gujarati
. — 2nd ed.
. — New York,New Delhi : Palgrave macmillan, : Bloomsbury, 2011,, 2022.
xxvii, 371 p. 466 p. 23cm.
Table of Contents:--- PART I: BASICS OF LINEAR REGRESSION 1. The Linear Regression Model 2. Functional Forms of Regression Models 3. Qualitative Explanatory Variables Regression Models PART II: REGRESSION DIAGNOSTICS 4. Regression Diagnostic I: Multicollinearity 5. Regression Diagnostic II: Heteroscedasticity 6. Regression Diagnostic III: Autocorrelation 7. Regression Diagnostic IV: Model Specification Errors PART III: REGRESSION MODELS WITH CROSS SECTIONAL DATA 8. Stochastic Regressors and the Method of Instrumental Variables 9. The Logit and Probit Models 10. Multinomial Regression Models 11. Ordinal Regression Models 12. Limited Dependent Variable Regression Models PART IV: TIME SERIES ECONOMETRICS 13. Modeling Count Data 14. Stationary and Nonstationary Time Series 15. Conintegration and Error Correction Models 16. Asset Price Volatility: the ARCH and GARCH Models PART V: SELECTED TOPICS IN ECONOMETRICS 17. Economic Forecasting 18. Panel Data Regression Models 19. Stochastic Regressors and the Method of Instrumental Variables 20. Quantile Regression Modeling 21. Multivariate Regression Models.
Koha