TY - BOOK AU - Maddala, G. S. AU - Lahiri, Kajal. ED - ED - ED - ED - SN - 9780470015124 (pbk.);0470015128 (pbk.) SN - 2 PY - 2009///46 CY - Chichester, U.K. PB - Wiley KW - KW - 2 KW - 0 KW - 6 KW - 20 KW - Econometrics N1 - 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; 5 ER -