Essentials od econometric /
Damodar Gujarati
- Second edition
- [Boston] : McGraw Hill Education, c1999
- xxv, 534 pages ; 25 cm.
Includes bibliographical references and index.
1. The Nature and scope of econometrics -- Part I : Basics of probability and statistics -- 2. A Review of basic statistical concepts 3. Some important probability distributions -- 4. Statistical inference : estimation and hypothesis testing -- Part II: The Linear regression model -- 5. Basic ideas of linear regression : the two-variable model -- 6. The Two-Variable Regression Model. Hypothesis Testing -- 7. Multiple Regression: Estimation and Hypothesis Testing -- 8. Functional Forms of Regression Models -- 9. Regression on Dummy Explanatory Variables -- Part III: Regression Analysis in Practice -- 10. Multicollinearity : What Happens if Explanatory Variables are Correlated -- 11. Heteroscedasticity : What Happens if the Error Variance is Nonconstant -- 12. Autocorrelation : What Happens if Error Terms are Correlated -- 13. Model Selection : Criteria and Tests -- 14. Selected Topics in Single Regression
Provides an introduction to econometric theory and techniques, especially linear regression analysis.