Introduction to econometrics /
Maddala, G. S.
Introduction to econometrics / G.S. Maddala, Kajal Lahiri. - 4th ed. - Chichester, U.K. : Wiley, 2009. - xx, 634 p. : ill. ; 24 cm.
Includes bibliographical references and index.
What is econometrics? -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Diagnostic checking, model selection, and specification testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small-sample inference : resampling methods.
9780470015124 (pbk.) 0470015128 (pbk.)
2009015942
Econometrics.
HB139 / .M353 2009
330.015195 MAD
HB139 / .M353 2009
Introduction to econometrics / G.S. Maddala, Kajal Lahiri. - 4th ed. - Chichester, U.K. : Wiley, 2009. - xx, 634 p. : ill. ; 24 cm.
Includes bibliographical references and index.
What is econometrics? -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Diagnostic checking, model selection, and specification testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small-sample inference : resampling methods.
9780470015124 (pbk.) 0470015128 (pbk.)
2009015942
Econometrics.
HB139 / .M353 2009
330.015195 MAD
HB139 / .M353 2009