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Introduction to econometrics / G.S. Maddala, Kajal Lahiri.

By: Contributor(s): Material type: TextTextPublication details: Chichester, U.K. : Wiley, 2009.Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN:
  • 9780470015124 (pbk.)
  • 0470015128 (pbk.)
Subject(s): DDC classification:
  • 330.01/5195  22
Contents:
What is econometrics? -- Statistical background and matrix algebra - - Simple regression -- Multiple regression -- Heteroskedasticity -- Aut ocorrelation -- Multicollinearity -- Dummy variables and truncated vari ables -- Simultaneous equations models -- Diagnostic checking, model se lection, and specification testing -- Errors in variables -- Introducti on to time-series analysis -- Models of expectations and distributed la gs -- Vector autoregressions, unit roots, and cointegration -- Panel da ta analysis -- Small-sample inference : resampling methods.
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Includes bibliographical references and index.

What is econometrics? -- Statistical background and matrix algebra - - Simple regression -- Multiple regression -- Heteroskedasticity -- Aut ocorrelation -- Multicollinearity -- Dummy variables and truncated vari ables -- Simultaneous equations models -- Diagnostic checking, model se lection, and specification testing -- Errors in variables -- Introducti on to time-series analysis -- Models of expectations and distributed la gs -- Vector autoregressions, unit roots, and cointegration -- Panel da ta analysis -- Small-sample inference : resampling methods.

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