Essentials of Econometrics

Logically organized and accessible, this updated Fifth Edition of Gujarati′s classic text provides students with an overview of the basics of econometric theory from ordinal logistic regression to time series. Student friendly and easy to understand, the book helps beginning students understand econometric techniques through extensive examples, careful explanations, and a wide array of chapter-ending questions and problems.

作者：Damodar N. Gujarati

現職：The United States Military Academy at West Point

Ch 1 The Nature and Scope of Econometrics

 

PART I: THE LINEAR REGRESSION MODEL

Ch 2 Basic Ideas of Linear Regression: The Two-Variable Model

Ch 3 The Two-Variable Model: Hypothesis Testing

Ch 4 Multiple Regression: Estimation and Hypothesis Testing

Ch 5 Functional Forms of Regression Models

Ch 6 Qualitative or Dummy Variable Regression Models

 

PART II: REGRESSION ANALYSIS IN PRACTICE

Ch 7 Model Selection: Criteria and Tests

Ch 8 Multicollinearity: What Happens if Explanatory Variables Are Correlated?

Ch 9 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?

Ch10 Autocorrelation: What Happens If Error Terms Are Correlated?

 

PART III: ADVANCED TOPICS IN ECONOMETRICS

Ch11 Elements of Time-Series Econometrics

Ch12 Panel Data Regression Models