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Essentials of econometrics
Gujarati, Damodar N., author.
Thousand Oaks, California : SAGE, [2022]
"Damodar N. Gujarati's classic text is praised for being logically organized and accessible, providing students with an overview of the basics of econometric theory from ordinal logistic regression to time series. The material is introduced in a clear, concise manner, with extensive examples, and a large number of questions and problems at the end of each chapter to test mastery. The Fifth Edition includes new chapters on time series econometrics and panel data econometrics, and new examples throughout. Appendices to the book provide reviews of the statistics needed to understand the econometric theory and practice discussed in the text. Resources for instructors and students are provided on an accompanying website for the book."--
Bibliographic Information
| Format: | Book |
|---|---|
| Author: | Gujarati, Damodar N., |
| Subject: |
Econometrics Economics |
| Publication Year: | 2022 |
| Language: | English |
| Published: | Thousand Oaks, California : SAGE, [2022] |
| ISBN: | 9781071850398 1071850393 |
| Notes: | Includes bibliographical references and index. Acknowledgments -- Preface -- About the author -- Chapter 1. The nature and scope of econometrics -- Part I. The linear regression model: Chapter 2. Basic ideas of linear regression : the two-variable model ; Chapter 3. The two-variable model : hypothesis testing ; Chapter 4. Multiple regression : estimation and hypothesis testing ; Chapter 5. Functional forms of regression models ; Chapter 6. Qualitative or dummy variable regression models -- Part II. Regression analysis in practice: Chapter 7. Model selection : criteria and tests ; Chapter 8. Multicollinearity : what happens if explanatory variables are correlated? ; Chapter 9. Heteroscedasticity : what happens if the error variance is nonconstant? ; Chapter 10. Autocorrelation : what happens if error terms are correlated? -- Part III. Advanced topics in econometrics: Chapter 11. Elements of time-series econometrics ; Chapter 12. Panel data regression models -- Introduction to appendixes A, B, C, and D : basics of probability and statistics: Appendix A : review of statistics: probability and probability distributions ; Appendix b: characteristics of probability distributions ; Appendix C : some important probability distributions ; Appendix D : statistical inference: estimation and hypothesis testing ; Appendix E : statistical tables -- Index. |
| Course: |
ECON213 |
Availability at HKSYU Library
| Location | Call number | Status |
|---|---|---|
| English Book (4/F) | 330.015195 GUJ 2022 | Available |