Econometrics by example / Damodar Gujarati.

By: Material type: TextTextPublisher: London ; New York, NY : Macmillan Education Palgrave, 2015Copyright date: ©2015Edition: Second editionDescription: xxx, 466 pages ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9781137375018
  • 1137375019
  • 9781137607348
  • 1137607343
Subject(s): DDC classification:
  • 23
LOC classification:
  • HB139 GUJ 2015
Contents:
1. Basics of linear regression: an overview -- 2. Functional forms of regression models -- 3. Qualitative explanatory variables regression models -- 4. Regression diagnostic I: multicollinearity -- 5. Regression diagnostic II: heteroscedasticity -- 6. Regression diagnostic III: autocorrelation -- 7. Regression diagnostic IV: model specification errors -- 8. Logit and probit models -- 9. Multinomial regression models -- 10. Ordinal regression models -- 11. Limited dependent variable regression models -- 12. Modeling count data: the Poisson and negative binomial regression models -- 13. Stationary and nonstationary time series -- 14. Cointegration and error correction models -- 15. Asset price volatility: the ARCH and GARCH models -- 16. Economic forecasting -- 17. Panel data regression models -- 18. Survival analysis -- 19. Stochastic regressors and the method of instrumental variables -- 20. Beyond OLS: quantile regression -- 21. Multivariate regression models -- Appendices. 1. Data sets used in the text -- 2. Statistical appendix -- Index.
Summary: "The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step."--Publisher's website.
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Item type Current library Collection Call number Copy number Status Barcode
Books Books Africa University Main Library General Stacks Non-fiction HB139 GUJ 2019 (Browse shelf(Opens below)) c.1 Available 0000967117918
Books Books Africa University Main Library General Stacks Non-fiction HB139 GUJ 2019 (Browse shelf(Opens below)) c.2 Available 0000967117917

ODL_2016/2017.

Previous edition: 2011.

Includes bibliographical references and index.

1. Basics of linear regression: an overview -- 2. Functional forms of regression models -- 3. Qualitative explanatory variables regression models -- 4. Regression diagnostic I: multicollinearity -- 5. Regression diagnostic II: heteroscedasticity -- 6. Regression diagnostic III: autocorrelation -- 7. Regression diagnostic IV: model specification errors -- 8. Logit and probit models -- 9. Multinomial regression models -- 10. Ordinal regression models -- 11. Limited dependent variable regression models -- 12. Modeling count data: the Poisson and negative binomial regression models -- 13. Stationary and nonstationary time series -- 14. Cointegration and error correction models -- 15. Asset price volatility: the ARCH and GARCH models -- 16. Economic forecasting -- 17. Panel data regression models -- 18. Survival analysis -- 19. Stochastic regressors and the method of instrumental variables -- 20. Beyond OLS: quantile regression -- 21. Multivariate regression models -- Appendices. 1. Data sets used in the text -- 2. Statistical appendix -- Index.

"The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step."--Publisher's website.

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