By Damodar Gujarati
Gujarati and Porter's simple Econometrics presents an common yet accomplished advent to econometrics with no resorting to matrix algebra, calculus, or information past the ordinary point. With the addition of over a hundred new facts units, in addition to considerably up-to-date examine and examples, the 5th variation responds to big advancements within the conception and perform of econometrics. uncomplicated Econometrics is ordinary through scholars of all fields because the multiplied themes and urban purposes during the textual content follow to a vast diversity of stories.
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Extra resources for Basic Econometrics
Sample text
For example, one of the methods used extensively in this book is least squares. Theoretical econometrics must spell out the assumptions of this method, its properties, and what happens to these properties when one or more of the assumptions of the method are not fulfilled. In applied econometrics we use the tools of theoretical econometrics to study some special field(s) of economics and business, such as the production function, investment function, demand and supply functions, portfolio theory, etc.
This collection of readings discusses some early work on econometric methodology and has an extended discussion of the British approach to econometrics relating to time series data, that is, data collected over a period of time. Wojciech W. Charemza and Derek F. , Hants, England, 1997. The authors of this book critique the traditional approach to econometrics and give a detailed exposition of new approaches to econometric methodology. Adrian C. Darnell and J. , Hants, England, 1990. The book provides a somewhat balanced discussion of the various methodological approaches to econometrics, with renewed allegiance to traditional econometric methodology.
But this is not a book of applied econometrics in the sense that it delves deeply into any particular field of economic application. That job is best left to books written specifically for this purpose. References to some of these books are provided at the end of this book. 5 Mathematical and Statistical Prerequisites Although this book is written at an elementary level, the author assumes that the reader is familiar with the basic concepts of statistical estimation and hypothesis testing. However, a broad but nontechnical overview of the basic statistical concepts used in this book is provided in Appendix A for the benefit of those who want to refresh their knowledge.