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Econometrics by Example

ISBN: 9780230290396 | 0230290396
Format: Paperback
Publisher: Palgrave Macmillan
Pub. Date: 4/15/2011

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SummaryTable of ContentsAuthor Biography
A core introductory econometrics textbook with an example-led approach. Written by THE author in the field of econometrics

Econometrics by Example is an introductory text for students who wish to focus on practical applications of econometric theory. Each chapter contains one or 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 is the author of bestselling econom... MORE
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 Diagnostic II: Heteroscedasticity
Regression Diagnostic III: Autocorrelation
Regression Diagnostic IV: Model Specification Errors
PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA
Categorical Dependent Variable Models: The Lo... MORE
DAMODAR GUJARATI is Emeritus Professor of Economics, US Military Academy, West Point, New York. Professor Gujarati is the author of several successful econometrics textbooks, such as Basic Econometrics 5e and Essentials of Econometrics 4e.


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