Maddala, G. S. 4 0

Introduction to econometrics / 6 6 G.S. Maddala, Kajal Lahiri. - 4th ed. - - xx, 634 p. : ill. 24 cm. - - - - - . - . - 0 . - . - 0 .



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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