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Introduction to Econometrics

Introduction to Econometrics - 2nd edition

ISBN13: 978-0023745454

Cover of Introduction to Econometrics 2ND 92 (ISBN 978-0023745454)
ISBN13: 978-0023745454
ISBN10: 0023745452
Edition: 2ND 92
Copyright: 1992
Publisher: Macmillan Publishing Co.
Published: 1992
International: No

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Introduction to Econometrics - 2ND 92 edition

ISBN13: 978-0023745454

G. S. Maddala

ISBN13: 978-0023745454
ISBN10: 0023745452
Edition: 2ND 92
Copyright: 1992
Publisher: Macmillan Publishing Co.
Published: 1992
International: No

Table of Contents

1. What is Econometrics?

2. Review of Some Basic Results in Statistics.

3. Simple Regression.

4. Multiple Regression.

5. Heteroskedasticity.

6. Autocorrelation.

7. Multicollinearity.

8. Dummy Variables and Truncated Variables.

9. Simultaneous Equations Models.

10. Models of Expectations.

11. Errors in Variables.

12. Diagnostic Checking, Model Selection, and Specification Testing.

13. Introduction to Time-Series Analysis.

14. Vector Autoregressions, Unit Roots and Cointegration.


Appendix.
Tables.
Index.

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