Econometrics (Third Edition), Volume 1 and Volume 2

Author: (USA) Gujarati
Publisher:
Publish Date: 2000-03-17
Features: This book includes the following content:
The Nature of Regression Analysis;
Bivariate Regression Analysis: Basic Concepts;
Bivariate Regression Models: Estimation Problems;
Normality Assumptions: Classical Normal Linear Regression Model;
Bivariate Regression: Interval Estimation and Hypothesis Testing;
Extension of Bivariate Linear Regression Models;
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;
Econometrics Modeling 1: Traditional Econometrics Methodology;
Econometrics 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