Basic Econometrics
Gujarati and Porter’s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete...
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Gujarati and Porter’s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.
PrefaceIntroduction1Pt. ISingle-Equation Regression Models151The Nature of Regression Analysis172Two-Variable Regression Analysis: Some Basic Ideas373Two-Variable Regression Model: The Problem of Estimation584Classical Normal Linear Regression Model (CNLRM)1075Two-Variable Regression: Interval Estimation and Hypothesis Testing1196Extensions of the Two-Variable Linear Regression Model1647Multiple Regression Analysis: The Problem of Estimation2028Multiple Regression Analysis: The Problem of Inference2489Dummy Variable Regression Models297Pt. IIRelaxing the Assumptions of the Classical Model33510Multicollinearity: What Happens if the Regressors Are Correlated?34111Heteroscedasticity: What Happens if the Error Variance is Nonconstant?38712Autocorrelation: What Happens if the Error Terms Are Correlated44113Econometric Modeling: Model Specification and Diagnostic Testing506Pt. IIITopics in Econometrics56114Nonlinear Regression Models56315Qualitative Response Regression Models58016Panel Data Regression Models63617Dynamic Econometric Models: Autoregressive and Distributed-Lag Models656Pt. IVSimultaneous-Equation Models71518Simultaneous-Equation Models71719The Identification Problem73520Simultaneous-Equation Methods76221Time Series Econometrics: Some Basic Concepts79222Time Series Econometrics: Forecasting835App. AA Review of Some Statistical Concepts869App. BRudiments of Matrix Algebra913App. CThe Matrix Approach to Linear Regression Model926App. D: Statistical Tables959App. EEconomic Data on the World Wide Web976Selected Bibliography979
