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Introduction to econometrics.

Author: G S Maddala; Kajal Lahiri
Publisher: New York ; Chichester : Wiley, 2006.
Edition/Format:   Print book : English : 4th ed.View all editions and formats
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Including developments in the field, the previous editions of this text were renowned for author's exposition and the presentation of concepts in an easily accessible manner. It includes chapters,  Read more...

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Document Type: Book
All Authors / Contributors: G S Maddala; Kajal Lahiri
ISBN: 0470015128 9780470015124 0471497282 9780471497288
OCLC Number: 62132734
Notes: Previous edition: 2001.
Description: 672 pages
Contents: Foreword. Preface to the Second Edition. Preface to the Third Edition. Obituary. INTRODUCTION AND THE LINEAR REGRESSION MODEL. What is Econometrics? Statistical Background and Matrix Algebra. Simple Regression. *Multiple Regression. VIOLATION OF THE ASSUMPTIONS OF THE BASIC MODEL. *Heteroskedasticity. *Autocorrelation. Multicollinearity. *Dummy Variables and Truncated Variables. Simultaneous Equations Models. Nonlinear Regression, Models of Expectations, and Nonnormality. Errors in Variables. SPECIAL TOPICS. Diagnostic Checking, Model Selection, and Specification Testing. *Introduction to Time--Series Analysis. Vector Autoregressions, Unit Roots, and Cointegration. *Panel Data Analysis. *Large--Sample Theory. *Small--Sample Inference: Resampling Methods. Appendix A: *Data Sets. Appendix B:* Data Sets on the Web. Appendix C:* Computer Programs. Index.

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