9780230290396

Econometrics by Exampleis 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 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.

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 Logit And Probit 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 Error Correction 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

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Econometrics by Example

Econometrics by Example

0230290396

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Table of Contents

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