Introduction to econometrics - Maddala, G. S. 4 0 16; Lahiri, Kajal; 5 (Chichester, U.K. : Wiley, 2009)
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.
Includes bibliographical references and index.
Keywords: 2 -- 0; 6; Econometrics. -- 20; 20; 2