Normal view MARC view ISBD view

Gujarati, Damodar N.

Essentials of econometrics / Damodar Gujarati. - 3rd ed. - Boston, MA : McGraw-Hill/Irwin, 2006. - xxii, 553 p : ill ; 24 cm + 1 data CD-ROM.

Interrnational edition. Includes index.

I. The nature and scope of economics II. Basics of probability and statistics III. Characteristics of probability distributions IV. Some important probability distributions 5. Statistical inference: estimation and hypothesis testing 6. Basic ideas of linear regression: the two variable model 7. The two variable model: hypothesis testing 8. Multiple regression: estimation and hypothesis testing 9. Functional forms of regression models 10. Dummy variable regression models 11. Model selection: criteria and tests 12. Multicollinearity: what happens if explanatory variables are correlated? 13. Heteroscedasticity: what happens if the error variance is non constant? 14. Autocorrelation: what happens if Error terms are correlated? 15. Simultaneous equation models 16. Selected topics in single equation regression models


System requirements: PC Pentium, MS Windows 2000/XP, MS Internet Explorer 5.5 as default browser; MS Office or equivalent.

ISBN: 0072970928 $79.00 0073135941 9780073135946 9780072970920

LCCN: 2004058825

Nat. Bib. Agency Control No.: 013-31652 uk

Subjects--Topical Terms:
Econometrics.
Economics--Statistical methods.
Econometrics.
Economics--Statistical methods.

LC Class. No.: HB139 / .G85 2006

Dewey Class. No.: 330.01'5195 / GUJ

Report. No.: 2004058825