TY - BOOK AU - Maddala, G. S. AU - Lahiri, Kajal. TI - Introduction to econometrics SN - 9780470015124 (pbk.) U1 - 330.01/5195 22 PY - 2009/// CY - Chichester, U.K. PB - Wiley KW - Econometrics N1 - 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 ER -