Econometrics by example - Gujarati, Damodar N. (New York Palgrave Macmillan, 2011)
PART I: THE LINEAR REGRESSION MODEL -- The Linear Regression Model -- Functional Forms of Regression Models -- Qualitative Explanatory Variables Regression Models -- PART II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL -- Regression Diagnostic I: Multicollinearity -- Regression Diagnostic II: Heteroscedasticity -- Regression Diagnostic III: Autocorrelation -- Regression Diagnostic IV: Model Specification Errors -- PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA -- Categorical Dependent Variable Models: The Logit And Probit Models -- Multinomial Regression Models -- Original Regression Models -- Limited Dependent Variable Regression Models -- Modeling Count Data: The Poisson And Negative Binomial Regression Models -- PART IV: TOPICS IN TIME SERIES ECONOMETRICS -- Stationary and Nonstationary Time Series -- Cointegration and Error Correction Models -- Asset Price Volatility: The Arch and Garch Models -- Economic Forecasting with Arima and VAR Models -- Panel Data Regression Models -- Survival Analysis -- Invariables -- Statistical Appendix.
Includes bibliographical references and index.
Keywords: ECONOMETRICS. -- REGRESSION ANALYSIS. -- BUSINESS ECONOMICS - ECONOMETRICS. -- ECONOMICS. -- STATISTICS