Basic Econometrics (第5版)

　　Gujarati and Porter's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. With the addition of over 100 new data sets, as well as significantly updated research and examples, the Fifth Edition responds to important developments in the theory and practice of econometrics. Basic Econometrics is widely used by students of all fields as the expanded topics and concrete applications throughout the text apply to a broad range of studies.

作者簡介

Damodar Gujarati

　　現職：the United States Military Academy

Dawn Porter

　　現職：University of Southern California

PART I: SINGLE-EQUATION REGRESSION MODEL
Ch1 The Nature of Regression Analysis
Ch2 Two-Variable Regression Analysis Some Basic Ideas
Ch3 Two Variable Regression Model The Problem of Estimation
Ch4 Classical Normal Linear Regression Model (CNLRM)
Ch5 Two-Variable Regression Interval Estimation and Hypothesis Testing
Ch6 Extensions of the Two-Variable Linear Regression Model
Ch7 Multiple Regression Analysis The Problem of Estimation
Ch8 Multiple Regression Analysis The Problem of Inference
Ch9 Dummy Variable Regression Models

PART II: RELAXING THE ASSUMPTIONS OF THE CLASSICAL MODEL
Ch10 Multicollinearity What happens if the Regressor are Correlated
Ch11 Heteroscedasticity What Happens if the Error Variance is Nonconstant?
Ch12 Autocorrelation What Happens if the Error Terms are Correlated
Ch13 Econometric Modeling Model Specification and Diagnostic Testing

PART III: TOPICS IN ECONOMETRICS
Ch14 Nonlinear Regression Models
Ch15 Qualitative Response Regression Models
Ch16 Panel Data Regression Models
Ch17 Dynamic Econometric Model Autoregressive and Distributed-Lag Models.

PART IV: SIMULTANEOUS-EQUATION MODELS
Ch18 Simultaneous-Equation Models.
Ch19 The Identification Problem.
Ch20 Simultaneous-Equation Methods.
Ch21 Time Series Econometrics Some Basic Concepts
Ch22 Time Series Econometrics Forecasting