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    Essentials of econometrics / Damodar N. Gujarati, Dawn C. Porter.

    By: Gujarati, Damodar NContributor(s): Porter, Dawn CMaterial type: TextTextPublisher: New York : McGraw-Hill/Irwin, c2010Edition: 4th edDescription: xxii, 554 p. : ill. ; 24 cmISBN: 9780071276078 (pbk.); 0071276076 (pbk.)Subject(s): Econometrics | Economics -- Statistical methodsDDC classification: 330.01/5195 LOC classification: HB139 | .G85 2010
    Contents:
    The nature and scope of econometrics -- Pt. I: The linear regression model. Basic ideas of linear regression: the two-variable model ; The two-variable model: hypothesis testing ; Multiple regression: estimation and hypothesis testing ; Functional forms of regression models ; Dummy variable regression models -- Pt. II: Regression analysis in practice. Model selection: criteria and tests ; Multicollinearity: what happens if explanatory variables are correlated? ; Heteroscedasticity: what happens if the error variance is nonconstant? ; Autocorrelation: what happens if error terms are correlated? -- Pt. III: Advanced topics in econometrics. Simultaneous equation models ; Selected topics in single equation regression models -- Introduction to Appendixes A, B, C, and D: basics of probability and statistics. Appendix A: Review of statistics: probability and probability distributions ; Appendix B: Characteristics of probability distributions ; Appendix C: Some important probability distributions ; Appendix D: Statistical inference: estimation and hypothesis testing ; Appendix E: Statistical tables ; Appendix F: Computer output of EViews, MINITAB, Excel, and STATA.
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    Item type Current library Call number Copy number Status Notes Date due Barcode
    Books Books Female Library
    		HB139 .G85 2010 (Browse shelf (Opens below)) 1 Available STACKS 51952000090601
    Books Books Main Library
    		HB139 .G85 2010 (Browse shelf (Opens below)) 1 Available STACKS 51952000067948

    Includes bibliographical references (p. 541-544) and indexes.

    The nature and scope of econometrics -- Pt. I: The linear regression model. Basic ideas of linear regression: the two-variable model ; The two-variable model: hypothesis testing ; Multiple regression: estimation and hypothesis testing ; Functional forms of regression models ; Dummy variable regression models -- Pt. II: Regression analysis in practice. Model selection: criteria and tests ; Multicollinearity: what happens if explanatory variables are correlated? ; Heteroscedasticity: what happens if the error variance is nonconstant? ; Autocorrelation: what happens if error terms are correlated? -- Pt. III: Advanced topics in econometrics. Simultaneous equation models ; Selected topics in single equation regression models -- Introduction to Appendixes A, B, C, and D: basics of probability and statistics. Appendix A: Review of statistics: probability and probability distributions ; Appendix B: Characteristics of probability distributions ; Appendix C: Some important probability distributions ; Appendix D: Statistical inference: estimation and hypothesis testing ; Appendix E: Statistical tables ; Appendix F: Computer output of EViews, MINITAB, Excel, and STATA.

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