Econometrics By Example/ by Damodar Gujarati

By:

Gujarati,Damodar

Material type: Text

TextPublication details: New Delhi: Bloomsbury, 2022.Edition: 2nd edDescription: xxx,466pISBN:

9789354356117

Subject(s):

Econometrics

DDC classification:

330.015195 GUJ/E

Contents:

Part I.Basics of Linear Regression-- 1.The Linear regression model:an Overview-- 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:Topics in Cross-Section data-- 8.The logit and Probit models-- 9.Multinomial regression models-- 10.Ordinal regression models-- 11.Limited dependent variable regression models-- 12.Modeling count data:the Poission and negative binomial regression models-- 13.Part IV:Time series econometrics-- 13.Stationary and non stationary time series-- 14.Cointegration and error correction models-- 15.Asset price volatility:the ARCH and GARCH models-- 16.Economic forecasting-- Part V:Selected topics in Econometrics-- 17.Panel data regression models-- 18.Survival analyysis-- 19.Stochastic regressors and the method of instrumental variables-- 20.Beyond OLS:Quantile regression-- 21.Multivariate regression models.

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Item type	Current library	Home library	Call number	Status	Date due	Barcode
Book	Study Centre Alappuzha, University of Kerala	Study Centre Alappuzha, University of Kerala	330.015195 GUJ/E (Browse shelf(Opens below))	Available		USCA6192

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Part I.Basics of Linear Regression--
1.The Linear regression model:an Overview--
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:Topics in Cross-Section data--
8.The logit and Probit models--
9.Multinomial regression models--
10.Ordinal regression models--
11.Limited dependent variable regression models--
12.Modeling count data:the Poission and negative binomial regression models--
13.Part IV:Time series econometrics--
13.Stationary and non stationary time series--
14.Cointegration and error correction models--
15.Asset price volatility:the ARCH and GARCH models--
16.Economic forecasting--
Part V:Selected topics in Econometrics--
17.Panel data regression models--
18.Survival analyysis--
19.Stochastic regressors and the method of instrumental variables--
20.Beyond OLS:Quantile regression--
21.Multivariate regression models.

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