Damodar N.Gujarati – Basic Econometrics

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Damodar N.Gujarati – Basic Econometrics
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Table of Contents
Part I Single-Equation Regression Models
Chapter 1.The Nature of Regression Analysis
Chapter 2. Two-Variable Regression Analysis: Some Basic Ideas
Chapter 3. Two Variable Regression Model: The Problem of Estimation
Chapter 4.Classical Normal Linear Regression Model (CNLRM)
Chapter 5.Two-Variable Regression: Interval Estimation and Hypothesis Testing
Chapter 6.Extensions of the Two-Variable Linear Regression Model
Chapter 7. Multiple Regression Analysis: The Problem of Estimation
Chapter 8. Multiple Regression Analysis: The Problem of Inference
Chapter 9. Dummy Variable Regression Models
Part II: Relaxing Assumptions of the Classical Model
Chapter 10. Multicollinearity: What happens if the Regressions are correlated?
Chapter 11. Heteroscedasticity: What happens if the Error Variance is Non constant?
Chapter 12. Autocorrelation: What Happens if the Error Terms are correlated?
Chapter 13. Econometric Modeling I: Model Specification and Diagnostic Testing?
Part III: Topics in Econometrics
Chapter 14.Nonlinear Regression Models
Chapter 15. Qualitative Response Regression Models
Chapter 16. Panel Data Regression Models
Chapter 17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models
Part IV: Simultaneous Equation Models
Chapter 18. Simultaneous-Equation Models
Chapter 19. The Identification Problem
Chapter 20. Simultaneous-Equation Methods
Part V: Time Series Econometrics
Chapter 21.Time Series Econometrics: Some Basic Concepts
Chapter 22. Time Series Econometrics: Forecasting
Appendixes

A Review of Some Statistical Concepts
Rudiments of Matrix Algebra
The Matrix Approach to the Linear Regression Model
Statistical Tables
Economic Data on the World Wide Web
Data Related to India

Selected Bibliography
Indexes
Name Index
Subject Index