Bishop Stuart University Catalog

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

By: Maddala, G. SContributor(s): Lahiri, KajalMaterial type: TextTextPublication details: Chichester, U.K. : Wiley, 2009Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN: 9780470015124 (pbk.); 0470015128 (pbk.)Subject(s): Econometrics | EconomicsDDC classification: 330.01MAD 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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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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