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Damodar N.Gujarati – Basic Econometrics
Jun
Damodar N.Gujarati – Basic Econometrics
Size 7 MB
Product Description
Table of Contents
Part I Single-Equation Regression Models
Chapter 1.The Nature of Regression Analysis
Chapter 2. Two-Variable Regression Analysis: Some Basic Ideas
Chapter 3. Two Variable Regression Model: The Problem of Estimation
Chapter 4.Classical Normal Linear Regression Model (CNLRM)
Chapter 5.Two-Variable Regression: Interval Estimation and Hypothesis Testing
Chapter 6.Extensions of the Two-Variable Linear Regression Model
Chapter 7. Multiple Regression Analysis: The Problem of Estimation
Chapter 8. Multiple Regression Analysis: The Problem of Inference
Chapter 9. Dummy Variable Regression Models
Part II: Relaxing Assumptions of the Classical Model
Chapter 10. Multicollinearity: What happens if the Regressions are correlated?
Chapter 11. Heteroscedasticity: What happens if the Error Variance is Non constant?
Chapter 12. Autocorrelation: What Happens if the Error Terms are correlated?
Chapter 13. Econometric Modeling I: Model Specification and Diagnostic Testing?
Part III: Topics in Econometrics
Chapter 14.Nonlinear Regression Models
Chapter 15. Qualitative Response Regression Models
Chapter 16. Panel Data Regression Models
Chapter 17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models
Part IV: Simultaneous Equation Models
Chapter 18. Simultaneous-Equation Models
Chapter 19. The Identification Problem
Chapter 20. Simultaneous-Equation Methods
Part V: Time Series Econometrics
Chapter 21.Time Series Econometrics: Some Basic Concepts
Chapter 22. Time Series Econometrics: Forecasting
Appendixes
- A Review of Some Statistical Concepts
- Rudiments of Matrix Algebra
- The Matrix Approach to the Linear Regression Model
- Statistical Tables
- Economic Data on the World Wide Web
- Data Related to India
Selected Bibliography
Indexes
Name Index
Subject Index
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