Econometrics by Example

Econometrics by Example (Paperback)

By Damodar Gujarati 
R 470
R 635
Publisher: Palgrave,Macmillan
Edition: Paperback
Language: English
ISBN: 1137607343
EAN: 9781137607348
No. of Pages: 496
Binding: Paperback
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Description

About The Book

The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step.

The book features:

 

  • a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more

an appendix discussing the basic concepts of statistics The second edition has been fully revised and updated, and features two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models, new extended examples accompanied by real-life data, and new student exercises at the end of each chapter.

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

 

About The Author

Damodar Gujarati is Emeritus Professor of Economics, US Military Academy, West Point, New York, USA. He has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India.

  • a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics
  • coverage of modern topics such as instrumental variables and panel data
  • extensive use of Stata and EViews statistical packages with reproductions of their output

 

 

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Specification

Title: Econometrics by Example
Publisher: Palgrave,Macmillan
Author: Damodar Gujarati
Edition: Paperback
Language: English
ISBN: 1137607343
EAN: 9781137607348
No. of Pages: 496
Binding: Paperback

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