9780072335422

Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text.

Preface

xxv

Introduction

1

(14)

PART I SINGLE-EQUATION REGRESSION MODELS

15

(320)

The Nature of Regression Analysis

17

(20)

Two-Variable Regression Analysis: Some Basic Ideas

37

(21)

Two-Variable Regression Model: The Problem of Estimation

58

(49)

Classical Normal Linear Regression Model (CNLRM)

107

(12)

Two-Variable Regression: Interval Estimation and Hypothesis Testing

119

(45)

Extensions of the Two-Variable Linear Regression Model

164

(38)

Multiple Regression Analysis: The Problem of Estimation

202

(46)

Multiple Regression Analysis: The Problem of Inference

248

(49)

Dummy Variable Regression Models

297

(38)

PART II RELAXING THE ASSUMPTIONS OF THE CLASSICAL MODEL

335

(226)

Multicollinearity: What Happens if the Regressors Are Correlated

341

(46)

Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?

387

(54)

Autocorrelation: What Happens if the Error Terms Are Correlated

441

(65)

Econometric Modeling: Model Specification and Diagnostic Testing

506

(55)

PART III TOPICS IN ECONOMETRICS

561

(154)

Nonlinear Regression Models

563

(17)

Qualitative Response Regression Models

580

(56)

Panel Data Regression Models

636

(20)

Dynamic Econometric Models: Autoregressive and Distributed-Lag Models

656

(59)

PART IV SIMULTANEOUS-EQUATION MODELS

715

(154)

Simultaneous-Equation Models

717

(18)

The Identification Problem

735

(27)

Simultaneous-Equation Methods

762

(30)

Time Series Econometrics: Some Basic Concepts

792

(43)

Time Series Econometrics: Forecasting

835

(34)

Appendix A A Review of Some Statistical Concepts

869

(44)

Appendix B Rudiments of Matrix Algebra

913

(13)

Appendix C The Matrix Approach to Linear Regression Model

926

(33)

Appendix D Statistical Tables

959

(18)

Appendix E Economic Data on the World Wide Web

977

(2)

Selected Bibliography

979

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Basic Econometrics

Basic Econometrics

0072335424

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Table of Contents

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