Introduction to econometrics - Maddala, G. S.; Lahiri, Kajal (Chichester, U.K. : Wiley, 2009)
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.
Includes bibliographical references and index.
Keywords: Econometrics