TY  - BOOK
AU  - Gujarati,Damodar N.
AU  - Porter,Dawn C.
TI  - Basic econometrics
SN  - 9780071276252
AV  - HB139 .G84 2009
PY  - 2009///
CY  - Boston
PB  - McGraw-Hill Irwin
KW  - Econometrics
KW  - Models, Econometric
N1  - Includes bibliographical references and index; -- Introduction; -- Nature of regression analysis; -- Two-variable regression analysis : some basic ideas; -- Two-variable regression model: the problem of estimation; -- Classical normal linear regression model; -- Two-variable regression: interval estimation and hypothesis testing; -- Extensions of the two-variable linear regression model; -- Multiple regression analysis : the problem of estimation; -- Multiple regression analysis : the problem of inference; -- Dummy variable regression model; -- Multicollinearity : what happens in the regressors are correlated?; -- Heteroscedasticity: what happens if the error variance is nonconstant?; -- Autocorrelation: what happens if the error terms are correlated?; -- Economic modeling: model specification and diagnostic testing; -- Nonlinear regression models; -- Qualitative response regression models; -- Panel data regression models; -- Dynamic econometric models : autoregressive and distributed-lag models; -- Simultaneous-equation models; -- Identification problem; -- Simultaneous-equation methods; -- Time series econometrics : some basic concepts; -- Time series econometrics : forecasting; -- Appendix A : a review of some statistical concepts; -- Appendix B : rudiments of matrix algebra; -- Appendix C : matrix approach to linear regression model; -- Appendix D : statistical tables; -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA; -- Appendix F : economic data on the World Wide Web
ER  -