Basic Econometrics

Part I: Single-Equation Regression Model
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 II: Relaxing the Assumptions of the Classical Model
Chapter 10: Multicollinearity: What happens if the Regressor are Correlated
Chapter 11: Heteroscedasticity: What Happens if the Error Variance is Nonconstant?
Chapter 12: Autocorrelation: What Happens if the Error Terms are Correlated
Chapter 13: Econometric Modeling: Model Specification and Diagnostic Testing
Part III: Topics in Econometrics
Chapter 14: Nonlinear Regression Models
Chapter 15: Qualitative Response Regression Models
Chapter 16: Panel Data Regression Models
Chapter 17: Dynamic Econometric Model: Autoregressive and Distributed-Lag Models.
Part IV: Simultaneous-Equation Models
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 A: Review of Some Statistical Concepts
Appendix B: Rudiments of Matrix Algebra
Appendix C: The Matrix Approach to Linear Regression Model
Appendix D: Statistical Tables
Appendix E: Computer Output of EViews, MINITAB, Excel, and STATA
Appendix F: Economic Data on the World Wide Web

Damodar Gujarati has over 40 years of teaching and writing experience. As well as his bestselling textbooks he has published many articles in leading economics and statistics journals. He has Visiting Professorships at leading universities in the UK, Australia, Singapore and India.