Gujarati,Damodar <br/><br/>
Econometrics By Example/ 
by Damodar Gujarati 
 - 2nd ed. 
 - New Delhi:  Bloomsbury,  2022. 
 - xxx,466p. 
<br/><br/>Part I.Basics of Linear Regression--<br/>1.The Linear regression model:an Overview--<br/>2.Functional Forms of Regression models--<br/>3.Qualitative explanatory variables regression models--<br/>Part II.Regression Diagnostics--<br/>4.Regression diagnostic I:Multicollinearity--<br/>5.Regression diagnostic II:Heteroscedasticity--<br/>6.Regression diagnostic III:Autocorrelation--<br/>7.Regression Diagnostic IV:Model Specification Errors--<br/>Part III:Topics in Cross-Section data--<br/>8.The logit and Probit models--<br/>9.Multinomial regression models--<br/>10.Ordinal regression models--<br/>11.Limited dependent variable regression models--<br/>12.Modeling count data:the Poission and negative binomial regression models--<br/>13.Part IV:Time series econometrics--<br/>13.Stationary and non stationary time series--<br/>14.Cointegration and error correction models--<br/>15.Asset price volatility:the ARCH and GARCH models--<br/>16.Economic forecasting--<br/>Part V:Selected topics in Econometrics--<br/>17.Panel data regression models--<br/>18.Survival analyysis--<br/>19.Stochastic regressors and the method of instrumental variables--<br/>20.Beyond OLS:Quantile regression--<br/>21.Multivariate regression models. 
<br/><br/><label>ISBN: </label>9789354356117 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Dewey Class. No.: </label>330.015195  / GUJ/E