TY  - BOOK
AU  - Gujurati Damodar.
TI  - Econometrics by Example
SN  - 978023039433
U1  - 330.015195 23
PY  - 2011///
CY  - New York
PB  - Palgrave Macmillan.
N1  - Part-1: The linear regression model;
Chapter-1: The linear regression model: an overview;
Chapter-2: Functional forms of regression models;
Chapter-3: Qualitative explanatory variables regression models;
Part-2: Critical evaluation of the classical linear regression model;
Chapter-4: Regression diagnostic I: multicollinearity;
Chapter-5: Regression diagnostic II: heteroscedascity;
Chapter-6: Regression diagnostic III: autocorrelation;
Chapter-7: Regression diagnostic IV: model specification errors;
Part-III: Regression models with cross-sectional data;
Chapter-8: The logit and probit models;
Chapter-9: Multinomial regression models;
Chapter-10: Ordinal regression models;
Chapter-11: Limited dependent variable regression models;
Chapter-12: Modeling count data: the poisson and negative binomial regression models;
Part-4: Topics in time series econometrics;
Chapter-14: Cointegration and error correction models;
Chapter-15: Asset price volatility: the ARCH and GARCH models;
Chapter-16: Economic forecasting;
Chapter-17: Panel data regression models;
Chapter-18: Survival analysis;
Chapter-19: Stochastic regressors and the method of instrumental variables

ER  -