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Econometrics by example /
~
Gujarati, Damodar N.,
Econometrics by example /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Econometrics by example /Damodar Gujarati.
作者:
Gujarati, Damodar N.,
面頁冊數:
xxx, 466 pages ;25 cm
附註:
ODL_2016/2017.
附註:
Previous edition: 2011.
標題:
Economics.
電子資源:
E-book
ISBN:
9781137375018
Econometrics by example /
Gujarati, Damodar N.,
Econometrics by example /
Damodar Gujarati. - Second edition. - xxx, 466 pages ;25 cm
ODL_2016/2017.
Includes bibliographical references and index.
1. Basics of linear regression: an overview -- 2. Functional forms of regression models -- 3. Qualitative explanatory variables regression models -- 4. Regression diagnostic I: multicollinearity -- 5. Regression diagnostic II: heteroscedasticity -- 6. Regression diagnostic III: autocorrelation -- 7. Regression diagnostic IV: model specification errors -- 8. Logit and probit models -- 9. Multinomial regression models -- 10. Ordinal regression models -- 11. Limited dependent variable regression models -- 12. Modeling count data: the Poisson and negative binomial regression models -- 13. Stationary and nonstationary time series -- 14. Cointegration and error correction models -- 15. Asset price volatility: the ARCH and GARCH models -- 16. Economic forecasting -- 17. Panel data regression models -- 18. Survival analysis -- 19. Stochastic regressors and the method of instrumental variables -- 20. Beyond OLS: quantile regression -- 21. Multivariate regression models -- Appendices. 1. Data sets used in the text -- 2. Statistical appendix -- Index.
"The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step."--Publisher's website.
ISBN: 9781137375018
Standard No.: (YBP)11951828
Nat. Bib. No.: GBB4B6351bnb
Nat. Bib. Agency Control No.: 016898142UkSubjects--Topical Terms:
175999
Economics.
LC Class. No.: HB139 / .G847 2015
Dewey Class. No.: 330.01/5195
Econometrics by example /
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