The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step.
The book features:
• a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more
• a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics
• coverage of modern topics such as instrumental variables and panel data
• extensive use of Stata and EViews statistical packages with reproductions of their output
• an appendix discussing the basic concepts of statistics
The second edition has been fully revised and updated, and features two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models, new extended examples accompanied by real-life data, and new student exercises at the end of each chapter.
www.palgrave.com/companion/gujarati-econometrics-by-example-2e/
For lecturers: bonus chapters, PowerPoint slides, solutions to all exercises
For students: downloadable data sets and chapter summaries
The success of the first edition of Econometrics by Example, from best-selling author Damodar Gujarati, can be attributed to the example-led, learning-by-doing approach that avoids discussion of complex theory or mathematics. The new edition has retained this method of relating the complex nature of econometrics in an engaging and student-friendly way whilst adding fresh new examples and two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models.
- A wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more
- Coverage of modern topics such as instrumental variables and panel data
- Extensive use of Stata, EViews and Miniviews statistical packages with reproductions of their output
- An appendix discussing the basic concepts of statistics
- Extensive free online resources, including downloadable datasets in Excel and data, lecturer slides, and solutions to all the exercises found in the book
- Bestselling international author: 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.
new_to_this_edition
- Two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models.
- Two further additional chapters on hierarchical linear regression models and bootstrapping are available on the book’s website- New extended examples accompanied by real-life data
- New student exercises at the end of each chapter
Damodar Gujarati
count data econometrics forecasting GARCH integration modeling panel data regression time series volatility