Essentials of Econometrics
Essentials of Econometrics

Essentials of Econometrics

4th Edition
By Damodar Gujarati and Dawn Porter
ISBN10: 0073375845
ISBN13: 9780073375847
Copyright: 2010

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Program Details

Chapter 1: The Nature and Scope of Econometrics

Part I: The Linear Regression Model

Chapter 2: Basic Ideas of Linear Regression

Chapter 3: The Two-Variable Model: Hypothesis Testing

Chapter 4: Multiple Regression: Estimation and Hypothesis Testing

Chapter 5: Functional Forms of Regression Models

Chapter 6: Dummy Variable Regression Models

Part II: Regression Analysis in Practice

Chapter 7: Model Selection: Criteria and Tests

Chapter 8: Multicollinearity: What Happens if Explanatory Variables are Correlated?

Chapter 9: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?

Chapter 10: What Happens if Error Terms are Correlated?

Part II: Advanced Topics in Econometrics

Chapter 11: Simultaneous Equation Models

Chapter 12: Selected Topics in Single-Equation Regression Models


Introduction: Basics of Probability and Statistics

Appendix A: Review of Statistics: Probability and Probability Distributions

Appendix B: Characteristics of Probability Distributions

Appendix C: Some Important Probability Distributions

Appendix D: Statistical Inference: Estimation and Hypothesis Testing

Appendix E: Statistical Tables

Appendix F: Computer Output of EViews, Minitab, Excel, and STATA