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McGraw-Hill Higher Education 'EZ
A Division ofTheMcGraw-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., including, but not limited to, in any network or other electronic storage or transmission,
or broadcast for distance learning.
Some ancillaries, including electronic and print components, may not be available to customers outside
the United States.
This book is printed on acid-free paper.
domestic
international
890DOC/DOC0987
67890DOC/DOC0987
ISBN: 978-0-07-233542-2
MHID: 0-07-233542-4
ISBN: 978-0-07-112342-6
MHID: 0-07-112342-3
Publisher: Gary Burke
Executive sponsoring editor: Lucille Sutton
Developmental editor: Aric Bright
Marketing manager: Martin D. Quinn
Associate project manager: Catherine R. Schultz
Senior production supervisor: Lori Koetters
Senior designer: Jenny EI-Shamy
Media producer: Melissa Kansa
Supplement producer: Erin Sauder
Cover design: Jamie O'Neal
Typeface: 10/12 NewAster
Compositor: Interactive Composition Corporation
Printer: R. R. Donnelley & Sons Company
Library of Congress Control Number: 2001099577
After teaching for more than 28 years at the City University of New York,
Damodar N. Gujarati is currently a professor of economics in the Department
of Social Sciences at the U.S. Military Academy at West Point, New York.
Dr ..Gujarati received his M.Com. degree from the University of Bombay in 1960,
hIs M.B.A. degree from the University of Chicago in 1963, and his Ph.D. degree
from the University of Chicago in 1965. Dr. Gujarati has published extensively in
recognized national and international journals, such as the Review ofEconom-
ics and Statistics, the Economic Journal, the Journal ofFinancial and Quantita-
tive Analysis, the Journal ofBusiness, the American Statistician, and the Journal
of Industrial and Labor Relations. Dr. Gujarati is an editorial referee to several
journals and book publishers and was a member of the Board of Editors of the
Journal ofQuantitative Economics, the official journal of the Indian Economet-
ric Society. Dr. Gujarati is also the author of Pensions and the· New York City
Fiscal Crisis (the American Enterprise Institute, 1978), Government" and Busi-
ness (McGraw-Hill, 1984), and Essentials ofEconometrics (McGraw-Hill, 2d ed.,
1999). Dr. Gujarati's books on econometrics have been translated into several
languages.
Dr. Gujarati was a Visiting Professor at the University of Sheffield, U.K.
(1970-1971), a Visiting Fulbright Professor to India (1981-1982), a Visiting Pro-
fessor in the School of ManagemeiJt of the National University of Singapore
(1985-1986), and a Visiting Professor of Econometrics, University of New South
Wales, Australia (summer of 1988). As a regular participant in USIXs lectureship
program abroad, Dr. Gujarati has lectured extensively on micro- and macroeco-
nomic topics in countries such as Australia, China, Bangladesh, Germany, India,
Israel, Mauritius, and the Republic of South Korea. Dr. Gujarati has also given
seminars and lectures in Canada and Mexico.
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