Transcription of BASIC ECONOMETRICS - UNJA
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BASIC . ECONOMETRICS . FOURTH EDITION. Damodar N. Gujarati United States Military Academy, West Point Boston Burr Ridge, IL Dubuque, IA Madison, WI New York San Francisco St. Louis Bangkok Bogota Caracas Kuala Lumpur Lisbon London Madrid Mexico City Milan Montreal New Delhi Santiago Seoul Singapore Sydney Taipei Toronto McGraw-Hill Higher Education 'EZ. A Division of The McGraw-Hill Companies BASIC ECONOMETRICS . Published by McGraw-HiII/lrwin, a business unit of The McGraw-Hili Companies, Inc. 1221 Avenue of the Americas, New York, NY, 10020. Copyright 2003, 1995, 1988, 1978, by The McGraw-Hili Companies, Inc. All rights reserved. No part of this publication may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written consent of The McGraw-Hili Companies, Inc.
vi BRIEF CONTENTS PART III TOPICS IN ECONOMETRICS 561 14 Nonlinear Regression Models 563 15 Qualitative Response Regression Models 580 16 Panel Data Regression Models 636 17 Dynamic Econometric Models: Autoregressive and Distributed-LagModels 656 PART IV SIMULTANEOUS-EQUATIONMODELS 715 18 Simultaneous-EquationModels 717 19 The …
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