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Econometrics by example

Bibliographic Details
Main Author: Gujarati, Damodar
Format: Book
Language:English
Published: New York Palgrave Macmillan 2015
Edition:2nd ed
Subjects:
ECONOMICS
ECONOMETRICS.
REGRESSION ANALYSIS.
BUSINESS ECONOMICS - ECONOMETRICS.
STATISTICS.
Table of Contents:
  • 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 PART V: SELECTED TOPICS IN ECONOMETRICS
  • Panel Data Regression Models
  • Survival Analysis
  • Stochastic regressors and the method of instrumental variables
  • Beyond OLS; quantile regression
  • Multivariate regression models

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