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OverviewFull Product DetailsAuthor: Damodar Gujarati (US Military Academy, West Point, USA)Publisher: Bloomsbury Publishing PLC Imprint: Bloomsbury Academic Edition: 2nd edition Dimensions: Width: 19.00cm , Height: 2.80cm , Length: 24.60cm Weight: 1.000kg ISBN: 9781137375018ISBN 10: 1137375019 Pages: 504 Publication Date: 20 November 2014 Audience: College/higher education , Tertiary & Higher Education Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsPART I: BASICS OF LINEAR REGRESSION 1. The Linear Regression Model 2. Functional Forms of Regression Models 3. Qualitative Explanatory Variables Regression Models PART II: REGRESSION DIAGNOSTICS 4. Regression Diagnostic I: Multicollinearity 5. Regression Diagnostic II: Heteroscedasticity 6. Regression Diagnostic III: Autocorrelation 7. Regression Diagnostic IV: Model Specification Errors PART III: REGRESSION MODELS WITH CROSS SECTIONAL DATA 8. Stochastic Regressors and the Method of Instrumental Variables 9. The Logit and Probit Models 10. Multinomial Regression Models 11. Ordinal Regression Models 12. Limited Dependent Variable Regression Models PART IV: TIME SERIES ECONOMETRICS 13. Modeling Count Data 14. Stationary and Nonstationary Time Series 15. Conintegration and Error Correction Models 16. Asset Price Volatility: the ARCH and GARCH Models PART V: SELECTED TOPICS IN ECONOMETRICS 17. Economic Forecasting 18. Panel Data Regression Models 19. Stochastic Regressors and the Method of Instrumental Variables 20. Quantile Regression Modeling 21. Multivariate Regression Models.ReviewsThis innovative textbook continues to be an invaluable resource for all students of econometrics. - Frank J. Fabozzi, EDHEC Business School, France Gujarati makes state-of-the-art econometric procedures accessible to readers with limited technical backgrounds. As usual, the writing is crisp and clear, making it a pleasure to read. - Michael Grossman, City University of New York Graduate Center, USA Gujarati's wonderful text provides a no-clutter way of learning intermediate econometrics with solid real-world examples. - Jin Suk Park, University of Durham, UK The clear writing, numerous examples and figures, clear summaries, and useful exercises make Econometrics by Example the ideal text for learning econometrics. Moreover, it is also the perfect reference for students who wish to apply econometrics in other courses and in their professional lives. - Michael J. Meese, US Military Academy, West Point, USA This comprehensive book covers the basic and the most important advanced statistical techniques that economists and social scientists need to conduct empirical research. The techniques are discussed in a sequence that demonstrates their connections, their strengths and weaknesses, as well as their applicability and appropriateness for different types of data. The discussions are accessible and clear. - Paul Solano, University of Delaware, USA Dr Gujarati's lucid, simple and extraordinary style of exposition makes students learn critical concepts quickly. His book is essential for econometrics classes all over the world. - Kishore G. Kulkarni, Distinguished Professor of Economics and Editor, Indian Journal of Economics and Business """This innovative textbook continues to be an invaluable resource for all students of econometrics."" - Frank J. Fabozzi, EDHEC Business School, France ""Gujarati makes state-of-the-art econometric procedures accessible to readers with limited technical backgrounds. As usual, the writing is crisp and clear, making it a pleasure to read."" - Michael Grossman, City University of New York Graduate Center, USA ""Gujarati's wonderful text provides a no-clutter way of learning intermediate econometrics with solid real-world examples."" - Jin Suk Park, University of Durham, UK ""The clear writing, numerous examples and figures, clear summaries, and useful exercises make Econometrics by Example the ideal text for learning econometrics. Moreover, it is also the perfect reference for students who wish to apply econometrics in other courses and in their professional lives."" - Michael J. Meese, US Military Academy, West Point, USA ""This comprehensive book covers the basic and the most important advanced statistical techniques that economists and social scientists need to conduct empirical research. The techniques are discussed in a sequence that demonstrates their connections, their strengths and weaknesses, as well as their applicability and appropriateness for different types of data. The discussions are accessible and clear."" - Paul Solano, University of Delaware, USA ""Dr Gujarati's lucid, simple and extraordinary style of exposition makes students learn critical concepts quickly. His book is essential for econometrics classes all over the world."" - Kishore G. Kulkarni, Distinguished Professor of Economics and Editor, Indian Journal of Economics and Business" ""This innovative textbook continues to be an invaluable resource for all students of econometrics."" - Frank J. Fabozzi, EDHEC Business School, France ""Gujarati makes state-of-the-art econometric procedures accessible to readers with limited technical backgrounds. As usual, the writing is crisp and clear, making it a pleasure to read."" - Michael Grossman, City University of New York Graduate Center, USA ""Gujarati's wonderful text provides a no-clutter way of learning intermediate econometrics with solid real-world examples."" - Jin Suk Park, University of Durham, UK ""The clear writing, numerous examples and figures, clear summaries, and useful exercises make Econometrics by Example the ideal text for learning econometrics. Moreover, it is also the perfect reference for students who wish to apply econometrics in other courses and in their professional lives."" - Michael J. Meese, US Military Academy, West Point, USA ""This comprehensive book covers the basic and the most important advanced statistical techniques that economists and social scientists need to conduct empirical research. The techniques are discussed in a sequence that demonstrates their connections, their strengths and weaknesses, as well as their applicability and appropriateness for different types of data. The discussions are accessible and clear."" - Paul Solano, University of Delaware, USA ""Dr Gujarati's lucid, simple and extraordinary style of exposition makes students learn critical concepts quickly. His book is essential for econometrics classes all over the world."" - Kishore G. Kulkarni, Distinguished Professor of Economics and Editor, Indian Journal of Economics and Business This innovative textbook continues to be an invaluable resource for all students of econometrics. Frank J. Fabozzi, EDHEC Business School, France Gujarati makes state-of-the-art econometric procedures accessible to readers with limited technical backgrounds. As usual, the writing is crisp and clear, making it a pleasure to read. Michael Grossman, City University of New York Graduate Center, USA Gujarati's wonderful text provides a no-clutter way of learning intermediate econometrics with solid real-world examples. Jin Suk Park, University of Durham, UK The clear writing, numerous examples and figures, clear summaries, and useful exercises make Econometrics by Example the ideal text for learning econometrics. Moreover, it is also the perfect reference for students who wish to apply econometrics in other courses and in their professional lives. Michael J. Meese, US Military Academy, West Point, USA This comprehensive book covers the basic and the most important advanced statistical techniques that economists and social scientists need to conduct empirical research. The techniques are discussed in a sequence that demonstrates their connections, their strengths and weaknesses, as well as their applicability and appropriateness for different types of data. The discussions are accessible and clear. Paul Solano, University of Delaware, USA Dr Gujarati's lucid, simple and extraordinary style of exposition makes students learn critical concepts quickly. His book is essential for econometrics classes all over the world. Kishore G. Kulkarni, Distinguished Professor of Economics and Editor, Indian Journal of Economics and Business Author InformationDamodar Gujarati is Emeritus Professor of Economics, US Military Academy, West Point, New York, USA. He has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India. Tab Content 6Author Website:Countries AvailableAll regions |