Introduction to Econometrics [Paperback]by G. S. Maddala
Usually ships within 2 to 4 working days Description of Introduction to EconometricsIntroduction to Econometrics has been significantly revised to include new developments in the field. The previous editions of this text were renowned for Maddala′s clear exposition and the presentation of concepts in an easily accessible manner.Features: ∗ New chapters have been included on panel data analysis, large sample inference and small sample inference ∗ Chapter 14 Unit Roots and Cointegration has been rewritten to reflect recent developments in the Dickey–Fuller (DF), the Augmented Dickey–Fuller (ADF) tests and the Johansen procedure ∗ A selection of data sets and the instructor′s manual for the book can be found on our web site Comments on the previous edition: ′Maddala is an outstanding econometrician who has a deep understaning of the use and potential abuse of econometrics...′ ′The strengths of the Maddala book are its simplicity, its accessibility and the large number of examples the book contains...′ ′The second edition is well written and the chapters are focused and easy to follow from beginning to end. Maddala has an oustanding grasp of the issues, and the level of mathematics and statistics is appropriate as well.′ Title Information
Write a review of this book Customer Reviews from AmazonAbout G. S. MaddalaG.S. MADDALA passed away in June 1999 and had been a leading figure in the econometrics profession for more than three decades. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous university affiliations include Stanford University, University of Rochester and University of Florida.Contents of Introduction to EconometricsPart I: Introduction and the Linear Regression ModelWhat is Econometrics? Statistical Background and Introduction to Matrix Algebra Simple Regression Multiple Regression Part II: Violation of the Assumptions of The Basic Model Heteroskedasticity Autocorrelation Multicollinearity Dummy Variables,Truncated Variables and Censored Sampling Simultaneous Equations Models Non-linear Regression, Models of Expectations and Non-Normality Errors in Variables Models Part III: Special Topics Diagnostic Checking, Model Selection and Specification Testing Introduction to Time-Series Analysis Vector Autoregressions, Unit Roots and Cointegration Panel Data Analysis Large-Sample Theory Small-Sample Inference: Resampling Methods Part IV:Appendices Appendix A: Data Sets Appendix B:Data Sets on the Web Appendix C: Computer Programs Index |
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