Econometrics (Volume 1, Volume 2) Third Edition, Economic Science Translation Series

Author: [USA] Gujarati
Publisher:
Publish Date: 2000-03-02
Features: This book includes the following content:
The Nature of Regression Analysis;
Bivariate Regression Analysis: Basic Concepts;
Bivariate Regression Models: Estimation Problems;
The Normality Assumption: The Classical Normal Linear Regression Model;
Bivariate Regression: Interval Estimation and Hypothesis Testing;
Extensions of the Bivariate Linear Regression Model;
Multiple Regression Analysis: Estimation Problems;
Multiple Regression Analysis: Inference Problems;
Matrix Methods for Linear Regression Models;
Relaxing the Assumptions of the Classical Model;
Multicollinearity and Micro Missing Data;
Heteroscedasticity;
Autocorrelation;
Econometric Modeling 1: Traditional Econometrics Methodology;
Econometric Modeling 2: Alternative Econometrics 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