Basic Econometrics by Damodar N.Gujarati

 

Basic Econometrics by Damodar N.Gujarati

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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

Also  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

Also  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

Also  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

 

1. A Review of Some Statistical Concepts
2. Rudiments of Matrix Algebra
3. The Matrix Approach to the Linear Regression Model
4. Statistical Tables
5. Economic Data on the World Wide Web
6. Data Related to India

 

Selected Bibliography

Indexes

Name Index

Subject Index

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