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  INTRODUCTION TO ECONOMETRICS, 3RD ED
 

Introduction To Econometrics, 3Rd Ed

by G.S. Maddala

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  Introduction to Econometrics has been significantly revised to include new developments in the field. The book contains new chapters on panel data analysis, large sample inference and small sample inference. It also has a separate chapter on Unit Roots and Co integration which reflects recent developments in the Dickey-Fuller... More(DF), the Augmented Dickey-Fuller (ADF) tests and the Johansen procedure. Table of contents : Preface to the Second Edition Preface to the Third Edition Obituary Part I Introduction And The Linear Regression Model · What is Econometrics? · Statistical Background and Matrix Algebra · Simple Regression · Multiple Regressions Part II 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 Non normality · Errors in Variables Part III Special Topics · Diagnostic Checking, Model Selection, and Specification Testing · Introduction to Time-Series Analysis · Vector Auto regressions, Unit Roots, and Co integration · 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 Market Description : · Advanced undergraduate and graduate level courses in econometrics About Author : G.S. Maddala passed away in June 1999 and had been a leading figure in the econometrics profession for more than three decades. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous university affiliations include Stanford University, University of Rochester and University of Florida...
ISBN : 9788126510955
 


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