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Econometrics by example

Bibliographic Details
Main Author: Gujarati, Damodar
Format: Book
Language:English
Published: New York Palgrave Macmillan 2011
Subjects:
ECONOMICS
ECONOMETRICS
ECONOMICS- MATHEMATICAL ASPECT
REGRESSION
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041 |a English 
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100 |a Gujarati, Damodar  
245 |a Econometrics by example   |c by Damodar Gujarati 
260 |a New York   |b Palgrave Macmillan  |c 2011 
300 |a xxviii, 371 p. :   |b ill. ;  
500 |a Includes bibliographical references and index. Includes Appendix. 
505 |a 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 -- 
650 |a ECONOMICS 
650 |a ECONOMETRICS 
650 |a ECONOMICS- MATHEMATICAL ASPECT 
650 |a REGRESSION 
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