000 03690nam a22002057a 4500
999 _c719
_d719
005 20201022152731.0
008 201022b ||||| |||| 00| 0 eng d
020 _a9789390219292
082 _a330.1543
_bGUN
100 _aGujarati, D.N.
_91004
245 _aBasic econometrics
250 _a6th
260 _bMcGraw Hill Education (India) Pvt. Ltd.
_aNew Delhi
_c2021
300 _axxiv, 910 p.
365 _aINR
_b525.00
504 _aTABLE OF CONTENTS Introduction Part I: Single-Equation Regression Model Chapter 1: The Nature of Regression Analysis Chapter 2: Two-Variable Regression Analysis: Some Basic Ideas Chapter 3: Two Variable Regression Model: The Problem of Estimation Chapter 4: Classical Normal Linear Regression Model (CNLRM Chapter 5: Two-Variable Regression: Interval Estimation and Hypothesis Testing Chapter 6: Extensions of the Two-Variable Linear Regression Model Chapter 7: Multiple Regression Analysis: The Problem of Estimation Chapter 8: Multiple Regression Analysis: The Problem of Inference Chapter 9: Dummy Variable Regression Models Part II: Relaxing the Assumptions of the Classical Model Chapter 10: Multicollinearity: What happens if the Regressor are Correlated Chapter 11: Heteroscedasticity: What Happens if the Error Variance is Nonconstant? Chapter 12: Autocorrelation: What Happens if the Error Terms are Correlated Chapter 13: Econometric Modeling: Model Specification and Diagnostic Testing Part III: Topics in Econometrics Chapter 14: Nonlinear Regression Models Chapter 15: Qualitative Response Regression Models Chapter 16: Panel Data Regression Models Chapter 17: Dynamic Econometric Model: Autoregressive and Distributed-Lag Models Part IV: Simultaneous-Equation Models and Time Series Econometrics Chapter 18: Simultaneous-Equation Models. Chapter 19: The Identification Problem. Chapter 20: Simultaneous-Equation Methods. Chapter 21: Time Series Econometrics: Some Basic Concepts Chapter 22: Time Series Econometrics: Forecasting Appendix A: Review of Some Statistical Concepts Appendix B: Rudiments of Matrix Algebra Appendix C: The Matrix Approach to Linear Regression Model Appendix D: Statistical Tables Appendix E: Computer Output of EViews, MINITAB, Excel, and STATA Online Content: Appendix F: Economic Data on the World Wide Web Selected Bibliography Index
520 _aOVERVIEW In its sixth edition, Basic Econometrics is a thoroughly revised text that introduces readers to the fundamentals of the subject. All major latest state-of-the-art topics have been added without compromising on the lucidity of the text. The book starts by introducing econometrics to the readers and then goes on to discuss single-equation regression models, relaxing the assumptions of the classical model, and various specific topics on econometrics. The book concludes with a detailed discussion on simultaneous-equation models and time series econometrics KEY FEATURES • Substantially enhanced sections on time series models and other topics such as normalization, LIMLE method, ergodicity, etc. to meet the Indian curricula requirements • Inclusion of new topics such as relative contribution of regressors, identification under homogeneous linear restrictions, higher order consistent moment estimators of the regression coefficients, etc. • Expanded sections on multicollinearity, heteroscedastic error, nonlinear regression techniques, Koyck model, etc. • Updated and Indianized data across the chapters including the complete table of panel data • Supplemented with online datasets
650 _aEconometrics
_9845
942 _2ddc
_cBK