Introduction to econometrics / G.S. Maddala, Kajal Lahiri.
Material type:
TextPublisher: Chichester, U.K. : Wiley, 2009Edition: 4th editionDescription: xx, 634 pages : illustrations ; 24 cmContent type: - text
- unmediated
- volume
- 9780470015124 (pbk.)
- 0470015128 (pbk.)
- 330.015195 22 M.G.I
- HB139 .M353 2009
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Books
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Main library A4 | Faculty of Economics & Political (Economics) | 330.015195 M.G.I (Browse shelf(Opens below)) | Available | 00005876 |
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| 330.015195 M.A.I Introduction to estimating economic models / | 330.015195 M.C.A Applied econometrics : a practical guide / | 330.015195 M.C.M Mathematical statistics for applied econometrics / | 330.015195 M.G.I Introduction to econometrics / | 330.015195 M.M.E. Econometrics : a modern introduction / | 330.015195 P.R.E. Econometric models and economic forecasts / | 330.015195 P.R.E Econometric models and economic forecasts / |
Includes bibliographical references and index.
What is econometrics? -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Diagnostic checking, model selection, and specification testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small-sample inference : resampling methods.
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