Gujarati, Damodar N. creator author text bibliography enk London Bloomsbury Publishing 2023 2011 2nd ed. monographic eng 1 online resource (xxviii, 371 pages) : illustrations. 24cm. "Damodar Gujarati is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view, with each chapter anchored in one or two extended real-life examples. The basic theory underlying each topic is covered and an appendix is included on the basic statistical concepts that underlie the material, making Econometrics by Example an ideally flexible and self-contained learning resource for students studying econometrics for the first time. The book includes: - a wide-ranging collection of examples, with data on mortgages, exchange rates, charitable giving, fashion sales and more - a clear, step-by-step 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 the outputs from these packages - an appendix discussing the basic concepts of statistics - end-of-chapter summaries, conclusions and exercises to reinforce your learning - companion website containing PowerPoint slides and a full solutions manual to all exercises for instructors, and downloadable data sets and chapter summaries for students"-- Machine generated contents note: -- 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. Damodar Gujarati. Includes bibliographical references and index. Econometrics Regression analysis BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Economics / Theory BUSINESS & ECONOMICS / Statistics HB139 338.1 GUJ BUS021000 BUS069030 BUS061000 Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2011. (DLC) 2011007794 9789354356117 2024732242 DLC 240826 20260409114038.0 23983655 eng