Essentials of econometrics. / Damodar N. Gujarati
Material type:
TextPublication details: Boston: Mcgraw Hill, 2010.Edition: 4th edDescription: xxii,554p.; ill.: 24cmISBN: - 9780071276078
- HB139.G85
Includes index and appendix.
Contents: The nature and scope of econometrics -- The linear regression model: Basic ideas of linear regression: the two-variable model -- The two variable model: hypothesis testing -- Multiple regression: Estimation and hypothesis testing -- Functional forms of regression models -- Dummy variable regression models -- Model selection: Criteria and tests -- Multicollinearity: What happens if explanatory variables are correlated -- Heteroscedasticity: What happens if the error variance is nonconstant -- Autocorrelation: What happens if error terms are correlated -- Advanced topics in econometrics: Simultaneous equation models -- Selected topics in single equation regression models.
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