Maddala, G. S. <br/><br/>
Introduction to econometrics / 
G.S. Maddala, Kajal Lahiri. 
 - 4th ed. 
 - Chichester, U.K. :  Wiley,  2009. 
 - xx, 634 p. :  ill. ;  24 cm. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780470015124 (pbk.) 0470015128 (pbk.) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics.
<br/><br/><label>Dewey Class. No.: </label>330.01/5195