Basic Econometrics – Damodar N. Gujarati – 4th Edition


The primary objective of the fourth edition of Essentials of is to provide a user-friendly introduction to theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner.

The is designed to help understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix , , or statistics beyond the introductory level. The fourth edition continues that tradition.

Table of Content


Part I Single-Equation Regression Models
Chapter 1 The Nature of Regression Analysis
Chapter 2 Two-Variable Regression Analysis: Some Basic Ideas
Chapter 3 Two-Variable Regression Model: The Problem of Estimation
Chapter 4 Classical Normal Linear Regression Model (CNLRM)
Chapter 5 Two-Variable Regression: Estimation and Hypothesis Testing
Chapter 6 Extensions of the Two-Variable Linear Regression Model
Chapter 7 Multiple Regression Analysis: The Problem of Estimation
Chapter 8 Multiple Regression Analysis: The Problem of Inference
Chapter 9 Dummy Variable Regression Models

Part II Relaxing the Assumptions of the Classical Model
Chapter 10 Multicollinearity: What Happens if the Regressors Are Correlated
Chapter 11 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?
Chapter 12 Autocorrelation: What Happens if the Error Terms Are Correlated
Chapter 13 Econometric Modeling: Model Specification and Diagnostic Testing

Part III Topics in Econometrics
Chapter 14 Nonlinear Regression Models
Chapter 15 Qualitative Response Regression Models
Chapter 16 Panel Data Regression Models
Chapter 17 Dynamic Econometric Models: Authoregressive and Distributed-Lag Models

Part IV Simultaneous-Equation Models
Chapter 18 Simultaneous-Equation Models
Chapter 19 The Identification Problem
Chapter 20 Simultaneous-Equation Methods

Part V Time Series Econometrics
Chapter 21 Time Series Econometrics: Some Basic Concepts
Chapter 22 Time Series Econometrics: Forecasting

Selected Bibliography

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