Basic Econometrics

Damodar N. Gujarati
Dawn C. Porter
Reference

 Gujarati, Damodar N. and Dawn C. Porter.

2009. Basic Econometrics, 5e. New York:
McGraw-Hill International Edition
Brief Contents

I. Single-equation Regression Models

• Simple Regression Models
• Multiple Regression Models
• Dummy Variable Regression Models
II. Relaxing the assumption of the classical
model
• Multicollinearity
• Heteroscedasticity
• Autocorrelation
• Econometric Modeling
Brief Contents

III. Topics in Econometrics

• Nonlinear Regression Models
• Qualitative Response Regression Models
• Panel Data Regression Models
• Dynamic Econometric Models
IV. Simultaneous-equation Models
V. Time Series Econometrics