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

By: Contributor(s): Publication details: England : Wiley, 2009.Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN:
  • 9780470015124 (pbk.)
Subject(s): DDC classification:
  • 330.01/5195 23 M179
LOC classification:
  • HB139 .M353 2009
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: كتاب
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Item type Current library Call number Status Notes Date due Barcode
كتاب كتاب Central Library المكتبة المركزية 330.015195 M179 (Browse shelf(Opens below)) Available قاعة الكتب
كتاب كتاب Central Library المكتبة المركزية 330.015195 M179 (Browse shelf(Opens below)) Available قاعة الكتب

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.