Essentials of Econometrics (with disk)
McGraw-Hill Publishing Co.
978-0-07-116306-4 (ISBN)
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Extensive examples, careful explanations, and a wide variety of problem material enable students to understand the econometric techniques. Includes disk.
After teaching for more than 28 years at the City University of New York, He is currently a professor of Economics in the Department of Social Sciences at the U.S. Military Academy at West Point, New York. Dr. Gujarati received his M.Com. degree from the University of Bombay in 1960, his M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree from the University of Chicago in 1965. Dr. Gujarati has published extensively in recognized national and international journals, such as the Review of Economics and Statistics, the Economic Journal, the Journal of Financial and Quantitative Analysis, the Journal of Business, the American Statistician, and the Journal of Industrial and Labor Relations.
Contents:1. The Nature and Scope of EconometricsPart I: Basics of Probability and Statistics2. A Review of Basic Statistical Concepts3. Some Important Probability Distributions4. Statistical Inference: Estimation and Hypothesis TestingPart II: The Linear Regression Model5. Basic Ideas of Linear Regression: The Two-Variable Model6. The Two-Variable Regression Model; Hypothesis Testing7. Multiple Regression: Estimation and Hypothesis Testing8. Functional Forms of Regression Models9. Regression on Dummy Explanatory VariablesPart III: Regression Analysis in Practice10. Multicollinearity: What Happens if Explanatory Variables are Correlated11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant12. Autocorrelation: What Happens if Error Terms are Correlated13. Model Selection: Criteria and Tests14. Selected Topics in Single RegressionAppendix A: A List of Selected Econometric SoftwareAppendix B: Statistical TablesSelected BibliographyIndexes
| Erscheint lt. Verlag | 16.3.1999 |
|---|---|
| Verlagsort | London |
| Sprache | englisch |
| Maße | 164 x 234 mm |
| Gewicht | 812 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-07-116306-9 / 0071163069 |
| ISBN-13 | 978-0-07-116306-4 / 9780071163064 |
| Zustand | Neuware |
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