Introduction to econometrics / G.S. Maddala, Kajal Lahiri.
Material type:
TextPublisher: Chichester, U.K. : Wiley, 2009Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN: 9780470015124 (pbk.); 0470015128 (pbk.)Subject(s): EconometricsDDC classification: 330.01/5195 LOC classification: HB139 | .M353 2009| Item type | Current location | Home library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|---|
Book
|
Central Library (CL) | Central Library (CL) | NFIC | General Stacks | 330.01/5195 MAD (Browse shelf) | Available | S3H-S-524 |
Browsing Central Library (CL) shelves, Shelving location: General Stacks Close shelf browser
| 330 ZIE The economy today | 330.01/5195 HAT Principles of econometrics : | 330.01/5195 MAD Introduction to econometrics / | 330.01/5195 MAD Introduction to econometrics / | 330.01/5195 STU Using econometrics : | 330.01/5195 STU Using econometrics : | 330.01/5195 WOO Introductory econometrics : |
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.
There are no comments on this title.