Introduction to econometrics
Maddala, G.S.
Introduction to econometrics - 4a. ed. - xx, 634 p. 23 cm.
1. What is econometrics? - 2. Statistical background and matrix algebra - 3. Simple regression - 4. Multiple regression - 5. Hecteroskedasticity - 6. Autocorrelation - 7. Multicollinearity - 8. Dummy variables and truncated variables - 9. simultaneous equation models - 10. Diagnostic checking, model selection, and specification testing - 11. Errors in variables - 12. Introduction to time- series analysis - 13. Models of expectations and distributed lags - 14. Vector autoregresions, unit roots, and cointegration - 15. Panel data analysis - 16. Small- sample inference: resampling methods
978-0-470-01512-4
330.43 Econometría
Introduction to econometrics - 4a. ed. - xx, 634 p. 23 cm.
1. What is econometrics? - 2. Statistical background and matrix algebra - 3. Simple regression - 4. Multiple regression - 5. Hecteroskedasticity - 6. Autocorrelation - 7. Multicollinearity - 8. Dummy variables and truncated variables - 9. simultaneous equation models - 10. Diagnostic checking, model selection, and specification testing - 11. Errors in variables - 12. Introduction to time- series analysis - 13. Models of expectations and distributed lags - 14. Vector autoregresions, unit roots, and cointegration - 15. Panel data analysis - 16. Small- sample inference: resampling methods
978-0-470-01512-4
330.43 Econometría