Introduction to econometrics

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Détails bibliographiques
Auteurs principaux : Maddala Gangadharrao S. (Auteur), Lahiri Kajal (Auteur)
Format : Livre
Langue : anglais
Titre complet : Introduction to econometrics / G.S. Maddala, Kajal Lahiri
Édition : 4th ed.
Publié : Chichester, U.K. : Wiley , cop. 2009
Description matérielle : 1 vol. (xx, 634 p.)
Contenu : 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
Sujets :
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