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Econometrics by Example (2nd Ed.)

Langue : Anglais

Auteur :

Couverture de l’ouvrage Econometrics by Example

The second edition of this bestselling textbook retains its unique learning-by-doing approach to 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. Damodar Gujarati?s  clear, concise, writing style guides students from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics. The basic statistics needed to follow the book are covered in an appendix, making the book a flexible and self-contained learning resource.  

The textbook is ideal for undergraduate students in economics, business, marketing, finance, operations research and related disciplines. It is also intended for students in MBA programs across the social sciences, and for researchers in business, government and research organizations who require econometrics. 

PART 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.

Damodar 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.

-      A wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more

-      Coverage of modern topics such as instrumental variables and panel data

-      Extensive use of Stata, EViews and Miniviews statistical packages with reproductions of their output

-      An appendix discussing the basic concepts of statistics

-      Extensive free online resources, including downloadable datasets in Excel and data, lecturer slides, and solutions to all the exercises found in the book

-      Bestselling international author: 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.


- Two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models. 

- Two further additional chapters on hierarchical linear regression models and bootstrapping are available on the book’s website

- New extended examples accompanied by real-life data

- New student exercises at the end of each chapter

Date de parution :

Ouvrage de 466 p.

18.9x24.6 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

64,34 €

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