TY  - BOOK
AU  - Maddala,G.S.
AU  - Lahiri,Kajal
TI  - Introduction to econometrics
SN  - 9788126510955 (pbk.)
PY  - 2010///
CY  - New Delhi
PB  - Wiley
KW  - Econometrics
N1  - 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
ER  -