'Econometrics by Example' is an introductory text for students who wish to focus on practical applications of econometric theory. Each chapter contains oneor two examples that are discussed in depth. The example-led approach and engaging writing style are ideal for students tackling the subject for the first time. DAMODAR GUJARATI has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India. INDICE: PART I: THE LINEAR REGRESSION MODEL - The Linear Regression Model - Functional Forms of Regression Models - Qualitative Explanatory Variables Regression Models - PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL - Regression Diagnostic I: Multicollinearity - Regression DiagnosticII: Heteroscedasticity - Regression Diagnostic III: Autocorrelation - Regression Diagnostic IV: Model Specification Errors - PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA - Categorical Dependent Variable Models: The Logit AndProbit Models - Multinomial Regression Models - Original Regression Models - Limited Dependent Variable Regression Models - Modeling Count Data: The Poisson And Negative Binomial Regression Models - PART IV: TOPICS IN TIME SERIES ECONOMETRICS - Stationary and Nonstationary Time Series - Cointegration and ErrorCorrection Models - Asset Price Volatility: The Arch and Garch Models - Economic Forecasting with Arima and VAR Models - Panel Data Regression Models - Survival Analysis - Invariables Statistical Appendix
- ISBN: 978-0-230-29039-6
- Editorial: Palgrave MacM
- Encuadernacion: Rústica
- Páginas: 400
- Fecha Publicación: 11/05/2011
- Nº Volúmenes: 1
- Idioma: Inglés