Maddala, G. S.
Introduction to econometrics /
G.S. Maddala, Kajal Lahiri.
- 3rd ed.
- New Delhi : Wiley, 2010.
- xvi, 636 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.
9788126510955 (pbk.)
2009015942
Econometrics.