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

By: Contributor(s): Material type: TextPublication details: Chichester, U.K. : Wiley , 2009.Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN:
  • 9788126534159
Subject(s): DDC classification:
  • 330.015195 22 M262
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.
Item type: Book
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
SAU Library General Stacks 330.015195 M262 (Browse shelf(Opens below)) Available 38631
SAU Library Reference Reference 330.015195 M262 (Browse shelf(Opens below)) Not For Loan 38630
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New arrival 2014

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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