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Introduction to econometrics

Bibliographic Details
Main Author: Maddala, G. S.
Format: Book
Language:English
Published: Chichester ; New York John Wiley 2002
Edition:3rd ed.
Subjects:
ECONOMICS
ECONOMETRICS.
ECONOMICS > MATHEMATICAL
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245 1 0 |a Introduction to econometrics   |c by G.S. Maddala 
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300 |a xxvii, 636 p.   |b ill.  
500 |a Includes index and appendix 
505 |a Linear regression model Econometrics Statistical background and matrix algebra Simple regression Multiple regression Assumptions of the Basic model Heteroskedasticity Autocorrelation Multicollinearity Dummy variables and truncated variables Simultaneous equation models Nonlinear regression , models of expectations and nonnormality Errors in variables Diagnostic checking, model selection and specification testing Introduction to time series analysis Vector autoregressions, unit roots and cointegration Panel data analysis Large sample theory Small-sample inference: resampling methods 
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650 0 |a ECONOMICS -- MATHEMATICAL 
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