Econometrics (Third Edition)

Author: Gujarati
Publisher:
Publish Date: 2000-03-01
Features: The book places great emphasis on teaching and training basic knowledge, with content that is both in-depth and easy to understand. One of its features is that it fully considers the forefront of discipline development, ensuring that both the qualitative and limited dependent variable methods in microeconometrics and time series analysis in macroeconometrics are given substantial coverage. At the same time, the book highlights the application and analysis of econometrics in economic and financial data. The book includes the following content:
The Nature of Regression Analysis;
Bivariate Regression Analysis: Basic Concepts;
Bivariate Regression Models: Estimation Issues;
Normality Assumptions: The Classical Normal Linear Regression Model;
Bivariate Regression: Interval Estimation and Hypothesis Testing;
Extensions of the Bivariate Linear Regression Model;
Multiple Regression Analysis: Estimation Issues;
Multiple Regression Analysis: Inference Issues;
Matrix Methods for Linear Regression Models;
Relaxing the Assumptions of the Classical Model;
Multicollinearity and Micro-Data Missingness;
Heteroscedasticity;
Autocorrelation;
Econometric Modeling 1: Traditional Econometric Methodology;
Econometric Modeling 2: Alternative Econometric Methodology;
Regression with Dummy Variables;
Regression with Dummy Dependent Variables: Linear Probability Model, Logit, Probit, and Tobit Models;
Dynamic Econometric Models: Autoregressive and Distributed Lag Models;
Simultaneous Equations Models