Econometrics by example / Damodar Gujarati
By: Gujarati, Damodar.
Material type:
TextPublisher: New York, New Delhi : Palgrave macmillan, Bloomsbury, 2011, 2022.Edition: 2nd ed.Description: xxvii, 371 p. 466 p. 23cm.ISBN: 9789354356117.Subject(s): Econometrics | Applied econometrics | Regression analysis | Economic models | Statistical methods—Economics | economicDDC classification: 330.015195 | Item type | Current library | Home library | Collection | Call number | Copy number | Status | Date due | Barcode | |
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Books
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General Library (Scottish Church College) | General Library (Scottish Church College) | Economics | 330.015195 G971Ec (Browse shelf(Opens below)) | Available | 72438 | |||
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Books
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General Library (Scottish Church College) | General Library (Scottish Church College) | Economics | 330.015195 G971Ec (Browse shelf(Opens below)) | C1 | Available | 85944 |
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.
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