Econometrics by Example

by Damodar Gujarati

Table of Contents

Preface
Acknowledgements
A personal message from the author
List of tables
List of figures

Part I: The Linear Regression Model

  1. The Linear Regression Model
  2. Functional Forms of Regression Models
  3. Qualitative Explanatory Variables Regression Models

Part II: Critical Evaluation of the Classical Linear Regression Model

  1. Regression Diagnostic I: Multicollinearity
  2. Regression Diagnostic II: Heteroscedasticity
  3. Regression Diagnostic III: Autocorrelation
  4. Regression Diagnostic IV: Model Specification Errors

Part III: Regression Models with Cross-Sectional Data

  1. Categorical Dependent Variable Models: The Logit And Probit Models
  2. Multinomial Regression Models
  3. Original Regression Models
  4. Limited Dependent Variable Regression Models
  5. Modeling Count Data: The Poisson And Negative Binomial Regression Models

Part IV: Topics in Time Series Econometrics

  1. Stationary and Nonstationary Time Series
  2. Cointegration and Error Correction Models
  3. Asset Price Volatility: The Arch and Garch Models
  4. Economic Forecasting with Arima and VAR Models
  5. Panel Data Regression Models
  6. Survival Analysis
  7. Instrumental Variables

Statistical Appendix