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

By: Contributor(s): Material type: TextTextPublication details: Chichester, U.K. : Wiley, 2009.Edition: 4th edDescription: xx, 634 p. : ill. ; 24 cmISBN:
  • 9780470015124 (pbk.)
  • 0470015128 (pbk.)
Subject(s): DDC classification:
  • 330.01/5195 22
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.
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Item type Current library Call number Copy number Status Barcode
Short Loan for 1 day Short Loan for 1 day UOE Main Library Short Loan Area HB139 .M353 2009 (Browse shelf(Opens below)) 20151315 Available 20151315
Short Loan for 1 day Short Loan for 1 day UOE Main Library Short Loan Area HB139 .M353 2009 (Browse shelf(Opens below)) 20151316 Available 20151316
Loan - Normal on open shelf Loan - Normal on open shelf UOE Town Campus Open shelf HB139 .M353 2009 (Browse shelf(Opens below)) 20151317 Available 20151317
Short Loan for 1 day Short Loan for 1 day UOE Town Campus Short Loan Area HB139 .M353 2009 (Browse shelf(Opens below)) 20151318 Available 20151318
Short Loan for 1 day Short Loan for 1 day UOE Town Campus Short Loan Area HB139 .M353 2009 (Browse shelf(Opens below)) 20151319 Available 20151319
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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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