古扎拉蒂计量经济学基础Basic_conometrics_by_Gujarati

Preface xvi
Acknowledgments xix
Introduction 1
PART ONE
Single-Equation Regression Models 13
1 The Nature of Regression Analysis 15
2 Two-Variable Regression Analysis:
Some Basic Ideas 34
3 Two-Variable Regression Model: The
Problem of Estimation 55
4 Classical Normal Linear Regression
Model (CNLRM) 97
5 Two-Variable Regression: Interval
Estimation and Hypothesis Testing 107
6 Extensions of the Two-Variable
Linear Regression Model 147
7 Multiple Regression Analysis: The
Problem of Estimation 188
8 Multiple Regression Analysis: The
Problem of Inference 233
9 Dummy Variable Regression Models 277
PART TWO
Relaxing the Assumptions
of the Classical Model 315
10 Multicollinearity: What Happens
If the Regressors Are Correlated? 320
11 Heteroscedasticity: What Happens If
the Error Variance Is Nonconstant? 365
12 Autocorrelation: What Happens If
the Error Terms Are Correlated? 412
13 Econometric Modeling: Model
Specification and Diagnostic Testing 467
PART THREE
Topics in Econometrics 523
14 Nonlinear Regression Models 525
15 Qualitative Response Regression
Models 541
16 Panel Data Regression Models 591
17 Dynamic Econometric Models:
Autoregressive and
Distributed-Lag Models 617
PART FOUR
Simultaneous-Equation Models and Time
Series Econometrics 671
18 Simultaneous-Equation Models 673
19 The Identification Problem 689
20 Simultaneous-Equation Methods 711
21 Time Series Econometrics: Some
Basic Concepts 737
22 Time Series Econometrics:
Forecasting 773
APPENDICES
A A Review of Some
Statistical Concepts 801
B Rudiments of Matrix Algebra 838
C The Matrix Approach to
Linear Regression Model 849
D Statistical Tables 877
E Computer Output of EViews,
MINITAB, Excel, and STATA 894
F Economic Data on the
World Wide Web 900
SELECTED BIBLIOGRAPHY 902
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