Maddala, G. S. creator Lahiri, Kajal. text bibliography enk New Delhi Wiley 2010 2009 3rd ed. monographic eng

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xvi, 636 p. : ill. ; 24 cm. 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. G.S. Maddala, Kajal Lahiri. Includes bibliographical references and index. Econometrics 9788126510955 (pbk.) 2009015942 090421 20181127170515.0 3109