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Gujarati D. Econometrics by Example 2012 Rep

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Gujarati D. Econometrics by Example 2012 Rep (Size: 139.24 MB)
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Textbook in PDF format

The linear regression model: an overview
Functional forms of regression models
Qualitative explanatory variables regression models
Regression diagnostic I: multicollinearity
Regression diagnostic II: heteroscedasticity
Regression diagnostic HI: autocorrelation
Regression diagnostic IV: model specification errors
The logit and probit models
Multinomial regression models
Ordinal regression models
Limited dependent variable regression models
Modeling count data: the Poisson and negative binomial regression models
Stationary and nonstationary time series
Cointegration and error correction models
Asset price volatility: the ARCH and GARCH models
Economic forecasting
Panel data regression models
Survival analysis
Stochastic regressors and the method of instrumental variables
Data sets used in the text
Statistical appendix

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