The fifth edition of Basic Econometrics continues to blend foundations of econometrics with up-to-date research. It illustrates important concepts through intuitive and informative examples & data without resorting to matrix algebra, calculus or statistics beyond the elementary level. It presents not only the `what? and the `how? of econometrics, but also the `why? and successfully provides thorough yet highly lucid descriptions of all the key econometric topics.
Preface
Acknowledge
Introduction
Part 1 : Single-Equation Regression Models
Chapter 1 : The Nature of Regression Analysis
Chapter 2 : Two-Variable Regression Analysis : Some Basic Ideas
Chapter 3 : Two-Variable Regression Model : The Problem of Estimation
Chapter 4 : Classical Normal Linear Regression Model (CNLRM)
Chapter 5 : Two-Variable Regression : Interval Estimation and Hypothesis Testing
Chapter 6 : Extensions of the Two-Variable Linear Regression Model
Chapter 7 : Multiple Regression Analysis : The Problem of Estimation
Chapter 8 : Multiple Regression Analysis : The Problem of Inference
Chapter 9 : Dummy Variable Regression Models
Part 2 : Relaxing the Assumptions of the Classical Model
Chapter 10 : Multicollinearity : What Happens if the Regressors are Correlated?
Chapter 11 : Heteroscedasticity : What Happens if the Error Variance is Noneonstant?
Chapter 12 : Autocorrelation : What Happens if the Error Terms are Correlate?
Chapter 13 : Econometric Modeling : Model Specification and Diagnostic Testing
Part 3 : Topics in Econometrics
Chapter 14 : Nonlinear Regression Models
Chapter 15 : Qualitative Response Regression Models
Chapter 16 : Panel Data Regression Models
Chapter 17 : Dynamic Econometric Models : Autoregressive and Distributed-Lag Models
Part 4 : Simultaneous-Equation Models and Time Series Econometrics
Chapter 18 : Simultaneous-Equation Models
Chapter 19 : The Identification Problem
Chapter 20 : Simultaneous-Equation Methods
Chapter 21 : Time Series Econometrics : Some Basic Concepts
Chapter 22 : Time Series Econometrics : Forecasting
Appendix D : Statistical Tables
Selected Bibliography
Index
