Introduction to econometrics /
Maddala, G. S.,
Introduction to econometrics / G.S. Maddala, Kajal Lahiri. - Fourth edition. - xx, 634 pages : illustrations ; 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.
0470015128 9780470015124
2009015942
Econometrics.
HB139 / .M353 2009
330.015195
Introduction to econometrics / G.S. Maddala, Kajal Lahiri. - Fourth edition. - xx, 634 pages : illustrations ; 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.
0470015128 9780470015124
2009015942
Econometrics.
HB139 / .M353 2009
330.015195