Gujarati, Damodar N. creator Porter, Dawn C. text mau Boston McGraw-Hill 2009 5th ed. ( international ed.) monographic eng

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xx, 922 p. : ill. ; 26 cm. Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model : the problem of estimation -- Classical normal linear regression model -- Two-variable regression : interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression models -- Multicollinearity : what happens if the regressors are correlated? -- Heteroscedasticity : what happens if the error variance is nonconstant? -- Autocorrelation : what happens if the error terms are correlated? -- Econometric modeling : model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting. Damodar N. Gujarati, Dawn C. Porter. Includes bibliographical references (p. 902-903) and indexes. Econometrics 330.015195 9780071276252 0071276254 cuck 081229 20160123152835.0 294888363 eng