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Econometrics by Example (2nd Edition)

Author(s):
Publisher:

Red Globe Press

Pages: 466
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Flyer

Further Actions:

Recommend to library, View companion site


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AVAILABLE FORMATS

Paperback - 9781137375018

20 November 2014

$71.99

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Ebook - 9781137375025

16 September 2017

$69.99

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The second edition of this bestselling textbook retains its unique learning-by-doing approach to econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains...

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The second edition of this bestselling textbook retains its unique learning-by-doing approach to econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step. Damodar Gujarati’s  clear, concise, writing style guides students from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics. The basic statistics needed to follow the book are covered in an appendix, making the book a flexible and self-contained learning resource.  

The textbook is ideal for undergraduate students in economics, business, marketing, finance, operations research and related disciplines. It is also intended for students in MBA programs across the social sciences, and for researchers in business, government and research organizations who require econometrics. 

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-      A wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more

-      Coverage of modern topics such as instrumental variables and panel data

-      Extensive use of Stata, EViews and Miniviews statistical packages with reproductions of their output

-      An appendix discussing the basic concepts of statistics

-      Extensive free online resources, including downloadable datasets in Excel and data, lecturer slides, and solutions to all the exercises found in the book

-      Bestselling international author: Damodar Gujarati has over 40 years of teaching and writing experience. As well as his bestselling textbooks, he has published many articles in leading economics and statistics journals.

- Two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models. 

- Two further additional chapters on hierarchical linear regression models and bootstrapping are available on the book's website

- New extended examples accompanied by real-life data

- New student exercises at the end of each chapter

PART I: BASICS OF LINEAR REGRESSION
1. The Linear Regression Model
2. Functional Forms of Regression Models
3. Qualitative Explanatory Variables Regression Models
PART II: REGRESSION DIAGNOSTICS
4. Regression Diagnostic I: Multicollinearity
5. Regression Diagnostic II: Heteroscedasticity
6. Regression Diagnostic III: Autocorrelation
7. Regression Diagnostic IV: Model Specification Errors
PART III: REGRESSION MODELS WITH CROSS-SECTIONAL DATA
8. Stochastic Regressors and the Method of Instrumental Variables
9. The Logit and Probit Models
10. Multinomial Regression Models
11. Ordinal Regression Models
12. Limited Dependent Variable Regression Models
PART IV: TIME SERIES ECONOMETRICS
13. Modeling Count Data
14. Stationary and Nonstationary Time Series
15. Conintegration and Error Correction Models
16. Asset Price Volatility: the ARCH and GARCH Models
PART V: SELECTED TOPICS IN ECONOMETRICS
17. Economic Forecasting
18. Panel Data Regression Models
19. Stochastic Regressors and the Method of Instrumental Variables
20. Quantile Regression Modeling
21. Multivariate Regression Models.

The website, https://www.macmillanihe.com/companion/gujarati-econometrics-by-example-2e/ , provides students with the following free-to-access materials:
  • Downloadable datasets, in both Excel and Stata, to accompany the book's end-of-chapter exercises 
  • Chapter summaries to help students recap on key topics
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Damodar Gujarati is Emeritus Professor of Economics, US Military Academy, West Point, New York, USA. He has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India.

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Damodar Gujarati is Emeritus Professor of Economics, US Military Academy, West Point, New York, USA. He has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India.

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