Econometrics by example. (2014)

• Record Type: Book
• Further Information: Note: Damodar Gujarati.
• Other Names: Gujarati, Damodar N
• Contents: Machine generated contents note: -- 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 -- Statistical Appendix.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2014
• Extent: 1 online resource, illustrations
• Subjects: 330.015195; Econometrics; Econometrics; Regression analysis; BUSINESS & ECONOMICS / Econometrics; BUSINESS & ECONOMICS / Economics / Theory; BUSINESS & ECONOMICS / Statistics
• Languages: English
• ISBNs: 9781137375025; 1137375027
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.