Introduction to econometrics / G.S. Maddala.

By: Maddala, G. S Material type: Text

TextLanguage: English Publication details: Chichester : Wiley, 2001. Edition: 3rd edDescription: xxviii, 636 p. ; 24 cmISBN: 0471497282; 9780471497288Subject(s): EconometricsDDC classification: 330.015195 Online resources: WorldCat details

Contents:

TOC pt. 1. Introduction and the linear regression model. What is econometrics -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- pt. 2. Violation of the assumptions of the basic model. Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Nonlinear regressions, models of expectations, and nonnormality -- Errors in variables -- pt. 3. 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 / G.S. Maddala.

Summary: 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, which have been included on panel data analysis, large sample inference and small sample inference.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Text	Dr. S. R. Lasker Library, EWU Reserve Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-1	Not For Loan	15285
Text	Dr. S. R. Lasker Library, EWU Reserve Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-2	Not For Loan	15286
Text	Dr. S. R. Lasker Library, EWU Circulation Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-3	Available	18312
Text	Dr. S. R. Lasker Library, EWU Circulation Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-4	Available	18313
Text	Dr. S. R. Lasker Library, EWU Circulation Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-5	Available	18314
Text	Dr. S. R. Lasker Library, EWU Circulation Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-6	Available	18315
Text	Dr. S. R. Lasker Library, EWU Circulation Section	Non-fiction	330.015195 MAI 2002 (Browse shelf(Opens below))	C-7	Available	18316

Total holds: 0

Includes bibliographical references and index.

TOC pt. 1. Introduction and the linear regression model. What is econometrics --
Statistical background and matrix algebra --
Simple regression --
Multiple regression --
pt. 2. Violation of the assumptions of the basic model. Heteroskedasticity --
Autocorrelation --
Multicollinearity --
Dummy variables and truncated variables --
Simultaneous equations models --
Nonlinear regressions, models of expectations, and nonnormality --
Errors in variables --
pt. 3. 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 / G.S. Maddala.

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, which have been included on panel data analysis, large sample inference and small sample inference.

Economics

Sagar Shahanawaz

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