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Basic Econometrics With Data CD (SIE)

Basic Econometrics With Data CD (SIE)

          
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About the Book

The book provides comprehensive introduction to econometrics, but remains accessible to a wide variety of students because it covers the material without excessive mathematical rigor or statistics. Appropriate for those students who have only a basic understanding of algebra and statistics.



Table of Contents:
PART I SINGLE-EQUATION REGRESSION MODELS 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 ASSUMPTIONS OF THE CLASSICAL MODEL Chapter 10. Multicollinearity: What happens if the Regressions 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 I: 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 Chapter 18. Simultaneous-Equation Models Chapter 19. The Identification Problem Chapter 20. Simultaneous-Equation Methods PART V: TIME SERIES ECONOMETRICS Chapter 21.Time Series Econometrics: Some Basic Concepts Chapter 22. Time Series Econometrics: Forecasting APPENDIXES A. A Review of Some Statistical Concepts B. Rudiments of Matrix Algebra C. The Matrix Approach to the Linear Regression Model D. Statistical Tables E. Economic Data on the World Wide Web F. Data Related to India Selected Bibliography Indexes Name Index Subject Index


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Product Details
  • ISBN-13: 9780070660052
  • Publisher: Tata Mcgraw Hill
  • Publisher Imprint: Tata Mcgraw Hill
  • Edition: 4
  • No of Pages: 1072
  • ISBN-10: 0070660050
  • Publisher Date: 2007
  • Binding: PAPERBACK
  • Language: ENGLISH
  • Weight: 1401.6 gr

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