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Essentials of econometrics / Damodar Gujarati.

By: Material type: TextTextPublication details: Boston, MA : McGraw-Hill/Irwin, 2006.Edition: 3rd edDescription: xxii, 553 p : ill ; 24 cm + 1 data CD-ROMISBN:
  • 0072970928
  • 0073135941
  • 9780073135946
  • 9780072970920
Report number: 2004058825Subject(s): DDC classification:
  • 330.01'5195 GUJ
LOC classification:
  • HB139 .G85 2006
Contents:
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
Item type: Books
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Current library Call number Copy number Status Notes Barcode
Main Library Reserve Book Section 330.01'5195 GUJ (Browse shelf(Opens below)) 001 Available Material available in hard copy bsu26020217

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

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