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