Econometrics by Example

Second edition

by Damodar Gujarati

About this book

Instead of relying on complex theoretical discussions or mathematics, Econometrics by Example shows you how econometrics works in practice by walking you through numerous real-life examples step by step.

The book features:
  • a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more
  • a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics
  • coverage of modern topics such as instrumental variables and panel data
  • extensive use of Stata and EViews statistical packages with reproductions of their output
  • an appendix discussing the basic concepts of statistics

The second edition has been fully revised and updated and includes:
  • Brand new chapters on quantile regression modeling and multivariate regression models. Two further chapters on hierarchical linear regression models and bootstrapping are available on this website.
  • New illustrated examples in several chapters
  • New student exercises at the end of every chapter