000 01592cam a2200181 a 4500
999 _c75182
_d75182
020 _a9788126534159
082 0 0 _a330.01/5195 M262 E
_b103968
100 1 _aMaddala G. S.
245 1 0 _aIntroduction to Econometrics /
_cG.S. Maddala, Kajal Lahiri.
250 _a4th ed.
260 _aNew Delhi :
_bWiley,
_c2009.
300 _axx, 634 p. :
_bill. ;
_c24 cm.
500 _aIntroduction to Econometrics has been one of the most important textbooks in its field influencing several generations of students. G.S Maddala died in 1999 whilst he was completing the manuscript for the third edition. The time is right for a new edition and Kajal Lahiri is the ideal person to update the text. He was one of Maddala's closest colleagues and also has a high profile in the econometrics profession and is particularly noted for his work on panel data. The third edition of Introduction to Econometrics has been translated into Hungarian, Japanese and Portuguese.
505 0 _aWhat 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.
650 0 _aEconometrics.
700 1 _aLahiri, Kajal.
942 _cBK