ISBN 9780071333450,Basic Econometrics

Basic Econometrics



Tata McGraw - Hill Education

Publication Year 2011

ISBN 9780071333450

ISBN-10 0071333452


Edition 5th
Number of Pages 920 Pages
Language (English)


Dawn C. Porter is an Associate professor of Clinical Statistics. He has authored books like Essentials of Econometrics and Bowerman, B., O'Connell, R., Orris, J. B., and Porter, D. C., "Essentials of Business Statistics, 2nd Ed," McGraw-Hill/Irwin,2007.
Dawn C. Porter did his PhD in Statistics in the year 2001. He has also won awards like Golden Apple Award, USC PM.MBA program, 2011 and Teacher of the Year Nomination, New York University, 2000.

About Sangeetha Gunasekar

Sangeetha Gunasekar is an author by profession and she has helped co-author this book about the subject of Econometrics.

About Damodar M. Gujarati

Damodar M. Gujarati is a professor of Economics at the United States Military Academy. He has authored and co-authored books like Econometrics by Example, Essentials of Econometrics + Data CD and Government and Business.

Table of Contents : -

Part 1 Single-Equation Regression Models
1. The Nature of Regression Analysis
2. Two-Variable Regression Analysis: Some Basic Ideas
3. Two-Variable Regression Model: The Problem of Estimation
4. Classical Normal Linear Regression Model (CNLRM)
5. Two-Variable Regression: Interval Estimation and Hypothesis Testing
6. Extensions of the Two-Variable Linear Regression Model
7. Multiple Regression Analysis: The Problem of Estimation
8. Multiple Regression Analysis: The Problem of Inference
9. Dummy Variable Regression Models
Part 2 Relaxing the Assumptions of the Classical Model
10. Multicollinearity: What Happens if the Regressors are Correlated?
11. Heteroscedasticity: What Happens if the Error Variance is Noneonstant?
12. Autocorrelation: What Happens if the Error Terms are Correlate?
13. Econometric Modeling: Model Specification and Diagnostic Testing
Part 3 Topics in Econometrics
14. Nonlinear Regression Models
15. Qualitative Response Regression Models
16. Panel Data Regression Models
17. Dynamic Econometric Models: Autoregressive and Distributed-Lag Models
Part 4 Simultaneous-Equation Models and Time Series Econometrics
18. Simultaneous-Equation Models
19. The Identification Problem
20. Simultaneous-Equation Methods
21. Time Series Econometrics: Some Basic Concepts
22. Time Series Econometrics: Forecasting
Appendix D Statistical Tables
Selected Bibliography

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