Basic EconometricsMcGraw Hill, 2003 - 1002 стор. Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text. |
Зміст
Introduction | 1 |
SINGLEEQUATION REGRESSION MODELS | 15 |
The Nature of Regression Analysis | 17 |
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adaptive expectations Appendix assume assumption autocorrelation autoregressive average Chapter collinearity computed confidence interval consider the following consumption expenditure covariance data given dependent variable discussed disturbance term dollars dummy variable Durbin-Watson Econometrics economic equation error term example expected explanatory variables F test Figure following model forecasting given in Table heteroscedasticity homoscedastic income increases lagged least-squares linear regression linear regression model logit matrix mean value method multicollinearity normally distributed Note null hypothesis observations OLS estimators P₁ parameters percent PGNP population probability probit problem R² value random reduced-form regressand regression analysis regression coefficients regression line regression model regression results regressors reject relationship residuals sample Section shown shows slope coefficient ẞ₁ standard errors stationary statistically significant stochastic tion true two-variable u₁ unit root v₁ variance X₁ Y₁ zero β₁ βι σ² Σχ