Introduction to econometrics / G.S. Maddala, Kajal Lahiri

What 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

著者

Lahiri, Kajal、Maddala, G. S

出版社

Wiley

発売日

2009年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780470015124

発売済み