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Econometrics by Example
2nd edition
Damodar Gujarati
Macmillan International Higher Education
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Paperback 9781137607348 €55.99
Ebook 9781137375032 €58.84
Ebook 9781137375025 €53.99
The second edition of this bestselling textbook retains its unique learning -by-doing approach to 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.
Damodar Gujarati’s clear, concise, writing style guides students from model formulation, to estimation and
hypothesis-testing, through to post-estimation diagnostics. The basic statistics needed to follow the book are
covered in an appendix, making the book a flexible and self-contained learning resource. The textbook is ideal
for undergraduate students in economics, business, marketing, finance, operations research and related
disciplines. It is also intended for students in MBA programs across the social sciences, and for researchers in
business, government and research organizations who require econometrics.
TABLE OF CONTENTS FEATURES
PART I: BASICS OF LINEAR REGRESSION 2 more...
1. The Linear Regression Model
2. Functional Forms of Regression Models
3. Qualitative Explanatory Variables Regression Models
PART II: REGRESSION DIAGNOSTICS
4. Regression Diagnostic I: Multicollinearity
5. Regression Diagnostic II: Heteroscedasticity
6. Regression Diagnostic III: Autocorrelation
7. Regression Diagnostic IV: Model Specification Errors
PART III: REGRESSION MODELS WITH CROSS-SECTIONAL
DATA
8. Stochastic Regressors and the Method of Instrumental
Variables
9. The Logit and Probit Models
14 more...