Introduction to econometrics

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Title:

Author:

Maddala, G. S.

ISBN:

9780470015124

Personal Author:

Maddala, G. S.

Edition:

4th ed.

Publication Information:

Chichester, U.K. : Wiley, 2009.

Physical Description:

xx, 634 p. : ill. ; 24 cm.

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.

Subject Term:

Econometrics.

Added Author:

Lahiri, Kajal.

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168025418894	330.015195 M179.I 2009	1	Searching... Unknown

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Summary

Maintaining G.S. Maddala's brilliant expository style of cutting through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter, Professor Kajal Lahiri has brought forward this new edition of one of the most important textbooks in its field.

The new edition continues to provide a large number of worked examples, and some shorter data sets. Further data sets and additional supplementary material to assist both the student and lecturer are available on the companion website www.wileyeurope.com/college/maddala