Essentials of Econometrics, 5/e (Paperback)
暫譯: 計量經濟學要素,第5版(平裝本)

Damodar N. Gujarati

  • 出版商: SAGE Publications
  • 出版日期: 2021-09-13
  • 售價: $1,620
  • 貴賓價: 9.8$1,588
  • 語言: 英文
  • 頁數: 607
  • ISBN: 1071850393
  • ISBN-13: 9781071850398
  • 立即出貨 (庫存=1)

買這商品的人也買了...

商品描述

This updated Fifth Edition of Damodar N. Gujarati's classic text provides a user-friendly overview of the basics of econometric theory from ordinal logistic regression to time series. Acclaimed for its accessibility, brevity, and logical organization, the book helps beginning students understand econometric techniques through extensive examples (many new to this edition), careful explanations, and a wide array of chapter-ending questions and problems. Major developments in the field are covered in an intuitive and informative way without resorting to matrix algebra, calculus, or statistics beyond the introductory level.

商品描述(中文翻譯)

這本 Damodar N. Gujarati 的經典教材第五版更新版提供了經濟計量理論的基本概述,涵蓋了從序數邏輯回歸到時間序列的內容。該書因其易讀性、簡潔性和邏輯組織而受到讚譽,幫助初學者通過大量範例(本版新增了許多範例)、仔細的解釋以及各章結尾的問題和練習來理解經濟計量技術。書中以直觀且具資訊性的方式涵蓋了該領域的主要發展,而不需要使用超出入門級別的矩陣代數、微積分或統計學。

作者簡介

作者:Damodar N. Gujarati
現職:The United States Military Academy at West Point

作者簡介(中文翻譯)

作者:Damodar N. Gujarati
現職:美國西點軍校

目錄大綱

Ch 1 The Nature and Scope of Econometrics

PART I: THE LINEAR REGRESSION MODEL
Ch 2 Basic Ideas of Linear Regression: The Two-Variable Model
Ch 3 The Two-Variable Model: Hypothesis Testing
Ch 4 Multiple Regression: Estimation and Hypothesis Testing
Ch 5 Functional Forms of Regression Models
Ch 6 Qualitative or Dummy Variable Regression Models

PART II: REGRESSION ANALYSIS IN PRACTICE
Ch 7 Model Selection: Criteria and Tests
Ch 8 Multicollinearity: What Happens if Explanatory Variables Are Correlated?
Ch 9 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?
Ch10 Autocorrelation: What Happens If Error Terms Are Correlated?

PART III: ADVANCED TOPICS IN ECONOMETRICS
Ch11 Elements of Time-Series Econometrics
Ch12 Panel Data Regression Models

目錄大綱(中文翻譯)

Ch 1 The Nature and Scope of Econometrics



PART I: THE LINEAR REGRESSION MODEL

Ch 2 Basic Ideas of Linear Regression: The Two-Variable Model

Ch 3 The Two-Variable Model: Hypothesis Testing

Ch 4 Multiple Regression: Estimation and Hypothesis Testing

Ch 5 Functional Forms of Regression Models

Ch 6 Qualitative or Dummy Variable Regression Models



PART II: REGRESSION ANALYSIS IN PRACTICE

Ch 7 Model Selection: Criteria and Tests

Ch 8 Multicollinearity: What Happens if Explanatory Variables Are Correlated?

Ch 9 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?

Ch10 Autocorrelation: What Happens If Error Terms Are Correlated?



PART III: ADVANCED TOPICS IN ECONOMETRICS

Ch11 Elements of Time-Series Econometrics

Ch12 Panel Data Regression Models