Introduction to econometrics
By: G.S. Maddala and Kajal Lahiri.
Contributors: Lahiri, Kajal.
Edition: 4th ed.
Publisher: Wiley
Published: 2009
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 654
ISBN-13: 9780470015124
Subjects: Econometrics
Notes: Includes bibliographical references and index.
Table of contents: title: What is econometrics?; title: Statistical background and matrix algebra; title: Simple regression; title: Multiple regression; title: Heteroskedasticity; title: Autocorrelation; title: Multicollinearity; title: Dummy variables and truncated variables; title: Simultaneous equations models; title: Diagnostic checking, model selection, and specification testing; title: Errors in variables; title: Introduction to time-series analysis; title: Models of expectations and distributed lags; title: Vector autoregressions, unit roots, and cointegration; title: Panel data analysis; title: Small-sample inference : resampling methods.