Basic EconometricsMcGraw-Hill, 1978 - 462 halaman Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text. |
Isi
SingleEquation Regression Models | 6 |
Appendix 3A | 63 |
Classical Normal | 70 |
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a₁ adaptive expectation assume assumption autocorrelation autoregressive average B₁ CALIFORNIA/SANTA CRUZ Chap classical linear regression coefficient of determination collinearity computed confidence interval consumption expenditure correlation coefficient CRUZ The University D₁ demand function dependent variable disturbance term dummy variables e₁ Econometrics economic endogenous equation error term example expected explanatory variables given heteroscedasticity homoscedastic identified income intercept term Koyck least-squares linear regression linear regression model matrix method multicollinearity normally distributed Note null hypothesis observations obtain OLS estimators parameters percent plim population preceding problem procedure random reduced-form coefficients regression analysis regression coefficients regression line residuals sample serial correlation slope coefficient squares ẞ₁ ẞo standard errors statistically significant stochastic disturbance supply function Table true two-variable u₁ unbiased estimator UNIVERSITY OF CALIFORNIA/SANTA v₁ variance w₁ X₁ Y₁ zero β₁ βι βο σ² Σχ Υ₁ Χ₁