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Bibframe Work

Title
Econometrics by example
Type
Text
Monograph
Contribution
Gujarati, Damodar N. (contributor)
Subject
Econometrics (LCSH)
Regression analysis (LCSH)
BUSINESS & ECONOMICS / Econometrics (BISACSH.)
BUSINESS & ECONOMICS / Economics / Theory (BISACSH.)
BUSINESS & ECONOMICS / Statistics (BISACSH.)
Language
English (eng)
Illustrative Content
illustrations
Could not render: bf:code
Classification
LCC: HB139 .G847 2011 (Assigner: dlc) (Status: used by assigner)
DDC: 330.01/5195 full (Assigner: dlc)(Source: 22)
BUS021000 (Source: bisacsh)
BUS069030 (Source: bisacsh)
BUS061000 (Source: bisacsh)
Supplementary Content
bibliography (bibliography)
index (index)
Content
text (txt)
Summary
"Damodar Gujarati is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view, with each chapter anchored in one or two extended real-life examples. The basic theory underlying each topic is covered and an appendix is included on the basic statistical concepts that underlie the material, making Econometrics by Example an ideally flexible and self-contained learning resource for students studying econometrics for the first time. The book includes: - a wide-ranging collection of examples, with data on mortgages, exchange rates, charitable giving, fashion sales and more - a clear, step-by-step writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics - coverage of modern topics such as instrumental variables and panel data - extensive use of Stata and EViews statistical packages with reproductions of the outputs from these packages - an appendix discussing the basic concepts of statistics - end-of-chapter summaries, conclusions and exercises to reinforce your learning - companion website containing PowerPoint slides and a full solutions manual to all exercises for instructors, and downloadable data sets and chapter summaries for students"-- Provided by publisher.
Table Of Contents
Machine generated contents note:
PART I: THE LINEAR REGRESSION MODEL
The Linear Regression Model
Functional Forms of Regression Models
Qualitative Explanatory Variables Regression Models
PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL
Regression Diagnostic I: Multicollinearity
Regression Diagnostic II: Heteroscedasticity
Regression Diagnostic III: Autocorrelation
Regression Diagnostic IV: Model Specification Errors
PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA
Categorical Dependent Variable Models: The Logit And Probit Models
Multinomial Regression Models
Original Regression Models
Limited Dependent Variable Regression Models
Modeling Count Data: The Poisson And Negative Binomial Regression Models
PART IV: TOPICS IN TIME SERIES ECONOMETRICS
Stationary and Nonstationary Time Series
Cointegration and Error Correction Models
Asset Price Volatility: The Arch and Garch Models
Economic Forecasting with Arima and VAR Models
Panel Data Regression Models
Survival Analysis
Invariables
Statistical Appendix
Authorized Access Point
Gujarati, Damodar N. Econometrics by example
Admin Metadata
Status: new
Date: 2011-02-18
Admin Metadata
Status: changed
Date: 2011-07-20T17:00:17
Description Modifier: United States, Library of Congress
Admin Metadata
Status: changed
Date: 2024-08-07T12:07:22.615593-04:00
Admin Metadata
Encoding Level: core
Description Conventions: Anglo-American cataloguing rules
Identified By: bf:Local, 16658548
Description Authentication: pcc