Econometrics by Example

PART I: 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 II: CRITICAL EVALUATION OF THE CLASSICAL LINEAR REGRESSION MODEL
CHAPTER 4: Regression Diagnostic I: Multicollinearity
CHAPTER 5: Regression Diagnostic II: Heteroscedasticity
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: Oridinal Regression Models
CHAPTER 11: Limited Dependent Variable Regression Models
CHAPTER 12: Modeling Count Data: The Poisson and Negative Binomial Regression Models
PART IV: TOPICS IN TIME SERIES ECONOMETRICS
CHAPTER 13: Stationary and Nonstationary Time Series
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

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.

'...when it comes to getting clear answers to my basic questions, I always reach for Guj ... I wouldn't try to learn econometrics without the Guj.' - student reviewer, Amazon.com 'Econometrics by Example is another innovative textbook by Professor Damodar Gujarati. The numerous in-depth examples not only provide greater insight for students and practitioners of economics, but will also be useful for students in other areas of the social sciences.' - Frank J. Fabozzi, Yale School of Management, USA'I am impressed with this new approach to the study of econometrics. It uses accessible and interesting examples, and the explanations offered are crystal clear. This will appeal to both undergraduate and Masters students of econometrics.' - Brendan McCabe, Liverpool University, UK'Clear strengths of this text are the comprehensive set of models presented and the author's expertise in time series econometrics. Moreover, the writing style is engaging and direct and the breadth of material covered is very good indeed.' - Timothy Park, University of Georgia, USA'I've needed this text for the last 20 years. Why didn't I write it?' - Robert D. Duval, Department of Political Science, University of West Virginia, USA 'The clarity of Professor Gujarati's previous books is exemplified here. This book has an impressive range of topics and adopts an approach that will appeal to students new to econometrics as well as those who have completed an introductory course. The range of applications shows the breadth of modern econometrics, all with Professor Gujarati's trademark clarity of exposition.' - Kerry Patterson, University of Reading, UK 'Gujarati embarks on the worthy goal of anchoring his text in empirical research with illustrative theory.' - Doug Steigerwald, UCSB, USA 'Gujarati presents major methods of econometrics by discussing practical problems in detail. This is an excellent approach, bridging the gap between theory and the real world in a comprehensive and simple