Econometrics by Example

Author:   Damodar Gujarati
Publisher:   Palgrave Macmillan
ISBN:  

9780230290396


Pages:   416
Publication Date:   11 May 2011
Format:   Paperback
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Our Price $171.60 Quantity:  
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Econometrics by Example


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Overview

Damodar Gujarati is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a 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, with each chapter anchored in one or two extended real-life examples. The basic theory underlying each topic is covered and an appendix is included on the basic statistical concepts that underlie the material, making Econometrics by Example an ideally flexible and self-contained learning resource for students studying econometrics for the first time. The book includes: - a wide-ranging collection of examples, with data on mortgages, exchange rates, charitable giving, fashion sales and more - a clear, step-by-step writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics - coverage of modern topics such as instrumental variables and panel data - extensive use of Stata and EViews statistical packages with reproductions of the outputs from these packages - an appendix discussing the basic concepts of statistics - end-of-chapter summaries, conclusions and exercises to reinforce your learning - a companion website containing PowerPoint slides and a full solutions manual to all exercises for instructors, and downloadable data sets and chapter summaries for students.

Full Product Details

Author:   Damodar Gujarati
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Dimensions:   Width: 19.00cm , Height: 2.40cm , Length: 24.50cm
Weight:   0.790kg
ISBN:  

9780230290396


ISBN 10:   0230290396
Pages:   416
Publication Date:   11 May 2011
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Paperback
Publisher's Status:   Out of Print
Availability:   In Print   Availability explained
Limited stock is available. It will be ordered for you and shipped pending supplier's limited stock.

Table of Contents

PART I: THE LINEAR REGRESSION MODEL CHAPTER 1: The Linear Regression Model: An Overview CHAPTER 2: Functional Forms of Regression Models CHAPTER 3: Qualitative Explanatory Variables Regression Models PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL CHAPTER 4: Regression Diagnostic I: Multicollinearity CHAPTER 5: Regression Diagnostic II: Heteroscedasticity CHAPTER 6: Regression Diagnostic III: Autocorrelation CHAPTER 7: Regression Diagnostic IV: Model Specification Errors PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA CHAPTER 8: The Logit And Probit Models CHAPTER 9: Multinomial Regression Models CHAPTER 10: Oridinal Regression Models CHAPTER 11: Limited Dependent Variable Regression Models CHAPTER 12: Modeling Count Data: The Poisson and Negative Binomial Regression Models PART IV: TOPICS IN TIME SERIES ECONOMETRICS CHAPTER 13: Stationary and Nonstationary Time Series CHAPTER 14: Cointegration and Error Correction Models CHAPTER 15: Asset Price Volatility: The ARCH and GARCH Models CHAPTER 16: Economic Forecasting CHAPTER 17: Panel Data Regression Models CHAPTER 18: Survival Analysis CHAPTER 19: Stochastic Regressors and the Method of Instrumental Variables

Reviews

'!when it comes to getting clear answers to my basic questions, I always reach for Guj ! I wouldn't try to learn econometrics without the Guj.' - student reviewer, Amazon.com 'Econometrics by Example is another innovative textbook by Professor Damodar Gujarati. The numerous in-depth examples not only provide greater insight for students and practitioners of economics, but will also be useful for students in other areas of the social sciences.' -- Frank J. Fabozzi, Yale School of Management, USA 'I am impressed with this new approach to the study of econometrics. It uses accessible and interesting examples, and the explanations offered are crystal clear. This will appeal to both undergraduate and Masters students of econometrics.' - Brendan McCabe, Liverpool University, UK 'Clear strengths of this text are the comprehensive set of models presented and the author's expertise in time series econometrics. Moreover, the writing style is engaging and direct and the breadth of material covered is very good indeed.' -- Timothy Park, University of Georgia, USA 'I've needed this text for the last 20 years. Why didn't I write it?' - Robert D. Duval, Department of Political Science, University of West Virginia, USA


Author Information

DAMODAR GUJARATI 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.

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