TY  - BOOK
AU  - Gujarati,Damodar N.
TI  - Econometrics by example
SN  - 9781137375018
AV  - HB139 GUJ 2015
PY  - 2015///
CY  - London, New York, NY
PB  - Macmillan Education Palgrave
KW  - Econometrics
N1  - 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
N2  - "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
ER  -