Econometrics by Example. ([2017?])

• Record Type: Book
• Further Information: Note: Damodar Gujarati.
• Authors: Gujarati, Damodar
• Contents: PART I: BASICS OF LINEAR REGRESSION.- 1. The Linear Regression Model .- 2. Functional Forms of Regression Models .- 3. Qualitative Explanatory Variables Regression Models .- PART II: REGRESSION DIAGNOSTICS.- 4. Regression Diagnostic I: Multicollinearity .- 5. Regression Diagnostic II: Heteroscedasticity .- 6. Regression Diagnostic III: Autocorrelation .- 7. Regression Diagnostic IV: Model Specification Errors .- PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA .- 8. Stochastic Regressors and the Method of Instrumental Variables.- 9. The Logit and Probit Models.- 10. Multinomial Regression Models.- 11. Ordinal Regression Models.- 12. Limited Dependent Variable Regression Models .- PART IV: TIME SERIES ECONOMETRICS.- 13. Modeling Count Data .- 14. Stationary and Nonstationary Time Series.- 15. Conintegration and Error Correction Models.- 16. Asset Price Volatility: the ARCH and GARCH Models.- PART V: SELECTED TOPICS IN ECONOMETRICS.- 17. Economic Forecasting.- 18. Panel Data Regression Models.- 19. Stochastic Regressors and the Method of Instrumental Variables.- 20. Quantile Regression Modeling.- 21. Multivariate Regression Models.
• Edition: Second edition
• Publisher Details: London : Palgrave
• Publication Date: 2017
• Copyright Date: 2015
• Extent: 1 online resource (xxx, 466 pages), illustrations
• Subjects: 330.015195; Economics; Econometrics; Regression analysis; Econometrics; Regression analysis; Management science; Business & Economics -- Econometrics; Econometrics; Electronic books
• Languages: English
• ISBNs: 9781137375025; 1137375027
• Related ISBNs: 9781137375018
• Notes: Note: Includes bibliographical references and index.
• 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.