TY - BOOK AU - Maddala,G.S. TI - Introduction to econometrics SN - 0471497282 U1 - 330.015195 21 PY - 2001/// CY - Chichester PB - Wiley KW - Econometrics N1 - 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; Economics N2 - 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 UR - http://www.worldcat.org/title/introduction-to-econometrics/oclc/45438094&referer=brief_results ER -