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Basic Econometrics, 5th ise ed.

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Autor: D. N. Gujarati
Vydavatel: McGraw-Hill Education
Publikováno: 2009
Formát: paperback 800 stran
Cena: 1 260 Kč ( 1 145 Kč bez DPH)
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Běžná cena 1 260 Kč
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Anotace

New and Updated Data: All of the data used in the illustrative examples has been updated. Over 100 new data sets are available in the Fifth Edition. Several new examples specific to chapter content have also been updated throughout the textbook. Small tables of data are included in the book, but large sample data are posted on the book?s website. Several examples of concrete computer printouts: Several examples are supplemented by results from EViews (version 6) and STATA (version 10), as well as MINITAB (version 15). Class Exercises: In a few chapters, new class exercises encourage students to obtain their own data and implement the various techniques discussed in the book. This edition also incorporates Monte Carlo simulations. Extended concluding examples: In several chapters, the authors have added extended concluding examples to illustrate the various points made in the text and to make the most current material available to students. Revitalized design: A new two-color design highlights the latest diagrams, graphs, and new data-based exercises. Reorganization of Chapter 7: Chapter 7 now discusses not only the marginal impact of a single regressor on the dependent variable but also the impacts of simultaneous changes of all the explanatory variables on the dependent variable. New Discussion in Chapter 12: There is new discussion of the impact of structural breaks on autocorrelation in Chapter 12. New topics in Chapter 13: New topics included in Chapter 13 are missing data, non-normal error term, and stochastic, or random, regressors. Several new examples in Chapter 15: Chapter 15 contains several new examples that illustrate the use of logit and probit models in various fields. Revised discussion on panel data regression models: Chapter 16 on panel data regression models has been thoroughly revised and illustrated with several applications. Sims and Granger causality tests: An extended discussion of Sims and Granger causality tests is now included in Chapter 17. Stationary and non-stationary time series: Stationary and non-stationary time series, as well as some of the problems associated with various tests of stationarity, are now thoroughly discussed in Chapter 21. New discussion in Chapter 22: Chapter 22 includes a discussion on why taking the first differences of a time series for the purpose of making it stationary may not be the appropriate strategy in some situations. User-Friendly Approach: Basic Econometrics retains its user-friendly approach to the major topics in econometrics. The discussion is technically focused but readable with current research and data presented in a clear format. Anyone with a basic understanding of introductory statistics and college level mathematics will be able to understand the topics discussed in the text. Appendixes: The inherently technical material still remains in the appendices of the textbook. This lessens the rigor of the textbook to allow students a more intuitive understanding of the material.

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  • EAN: 9780071276252

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