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

By: Contributor(s): Material type: TextTextPublisher: Chichester, U.K. : Wiley, 2009Edition: 4th editionDescription: xx, 634 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780470015124 (pbk.)
  • 0470015128 (pbk.)
Subject(s): DDC classification:
  • 330.015195 22 M.G.I
LOC classification:
  • HB139 .M353 2009
Contents:
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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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books Main library A4 Faculty of Economics & Political (Economics) 330.015195 M.G.I (Browse shelf(Opens below)) Available 00005876

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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