000 02117nam a2200229 a 4500
999 _c387
_d387
003 OSt
005 20200120144141.0
008 091230s2009 maua b 001 0 eng
020 _a9780071276252
040 _aAE-AiULD
_beng
_cDLC
050 0 _aHB139
_b.G84 2009
100 1 _aGujarati, Damodar N.
_9597
245 1 0 _aBasic econometrics /
_cDamodar N. Gujarati, Dawn C. Porter.
250 _a5th ed.
260 _aBoston :
_bMcGraw-Hill Irwin,
_cc2009.
300 _axx, 922 p. :
_bill. ;
_c26 cm.
504 _aIncludes bibliographical references (p. 902-903) and indexes.
505 0 _aIntroduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
650 0 _aEconometrics.
_9598
700 1 _aPorter, Dawn C.
_9599
942 _2lcc
_cBK