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Essentials of Econometrics

Essentials of Econometrics

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內容簡介

  This updated Fifth Edition of Damodar N. Gujarati's classic text provides a user-friendly overview of the basics of econometric theory from ordinal logistic regression to time series. Acclaimed for its accessibility, brevity, and logical organization, the book helps beginning students understand econometric techniques through extensive examples (many new to this edition), careful explanations, and a wide array of chapter-ending questions and problems. Major developments in the field are covered in an intuitive and informative way without resorting to matrix algebra, calculus, or statistics beyond the introductory level.
 

作者介紹

作者簡介

Damodar N. Gujarati
 
  現職:The United States Military Academy at West Point
 

目錄

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
 

詳細資料

  • ISBN:9781071850398
  • 叢書系列:計量經濟
  • 規格:平裝 / 607頁 / 25.5 x 20.3 x 2.3 cm / 普通級 / 雙色印刷 / 5版
  • 出版地:台灣

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