Damodar N. Gujarati

Econometrician and textbook author, best known for the widely used textbook 'Basic Econometrics'.

This list of books are ONLY the books that have been ranked on the lists that are aggregated on this site. This is not a comprehensive list of all books by this author.

  1. 1. Basic Econometrics

    A clear, student-oriented introduction to econometric theory and applied regression analysis that presents the classical linear regression model and ordinary least squares estimation, explains statistical inference and the Gauss–Markov results, and then treats common problems such as multicollinearity, heteroskedasticity, autocorrelation and specification error along with diagnostic tests and remedial measures; it also covers dummy and limited dependent variable models, basics of simultaneous equations and time-series issues, and emphasizes intuitive explanation, worked examples using real economic data, and practical guidance on model building and interpretation for students and applied researchers.