This text provides a simple and straightforward introduction to econometrics for the beginner.In each of the editions, the author has tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level.

　　KEY FEATURES

　　1.New text organization: In order to streamline topics and jump right into information about linear regression techniques, we have moved the background statistics material from the second through fifth chapters into the appendix. This allows for easy reference to more introductory material for those who need it without disturbing the main content of the text.

　　2.Several new examples have been added:Practically all the data used in the illustrative examples in the previous edition have been updated. In several chapters, the authors have included extended concluding examples that illustrate the various points made in the text.

　　3.Concrete computer printouts: Concrete computer printouts of several examples are included in the book. Most of these results are based on EVIEWS (version 6) and STATA (version 10), and MINITAB (version 15).

　　4.New diagrams and data-based exercises: Several new diagrams, graphs and data-based exercises are included in various chapters.

　　5.Different use of data: Small-sized data are included in the book, but large sample data are posted on the book's web site, thereby minimizing the size of the text. The web site will also publish all the data used in the book.

　　6.Different use of data: Small-sized data are included in the book, but large sample data are posted on the book's web site, thereby minimizing the size of the text. The web site will also publish all the data used in the book.

作者簡介

Damodar Gujarati

　　現職：the United States Military Academy

Ch 1 The Nature and Scope of Econometrics

PART I: THE LINEAR REGRESSION MODEL
Ch 2 Basic Ideas of Linear Regression
Ch 3 The Two-Variable Model Hypothesis Testing
Ch 4 Multiple Regression Estimation and Hypothesis Testing
Ch 5 Functional Forms of Regression Models
Ch 6 Dummy Variable Regression Models

PART II: REGRESSION ANALYSIS IN PRACTICE
Ch 7 Model Selection Criteria and Tests
Ch 8 Multicollinearity What Happens if Explanatory Variables are Correlated?
Ch 9 Heteroscedasticity What Happens if the Error Variance is Nonconstant?
Ch10 What Happens if Error Terms are Correlated?

PART III: ADVANCED TOPICS IN ECONOMETRICS
Ch11 Simultaneous Equation Models
Ch12 Selected Topics in Single-Equation Regression Models