Introduction to Econometrics

ISBN-10: 0470015128
ISBN-13: 9780470015124
Edition: 4th 2010 (Revised)
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Description: The word "econometrics" literally means "measurement in economics." A revision of the landmark text, Introduction to Econometrics offers, in its new fourth edition, a fresh accessible, and well-written introduction to the subject. With a rigorous  More...

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Book details

List price: $91.95
Edition: 4th
Copyright year: 2010
Publisher: John Wiley & Sons, Incorporated
Publication date: 12/21/2009
Binding: Paperback
Pages: 654
Size: 7.50" wide x 9.00" long x 1.50" tall
Weight: 2.640
Language: English

The word "econometrics" literally means "measurement in economics." A revision of the landmark text, Introduction to Econometrics offers, in its new fourth edition, a fresh accessible, and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the book also includes such Web-based supplements as an instructor's manual and data sets.

G. S. Maddala is a University Eminent Professor of Economics at Ohio State University. He attended Andhra University, Bombay University and the University of Chicago. Maddala taught at the University of Florida, the University of Rochester, Stanford University, and Cornell University. He contributed to The Handbook of Econometrics and authored Introduction of Econometrics.

Foreword?
Preface
Introduction and the Linear Regression Model?
What is Econometrics?
Statistical Background and Matrix Algebra?
Simple Regression?
Multiple Regression
Violation of the Assumptions of the Basic Model?
Heteroskedasticity?
Autocorrelation?
Multicollinearity?
Dummy Variables and Truncated Variables?
Simultaneous Equations Models?
Non-Linear Regressions, Nonnormality and Large-Sample Theory?
Models of Expectations, Distributed Lag Models and Rational Expectations?
Errors in Variables
Special Topics?
Diagnostic Checking, Model Selection and Specification Testing?
Introduction to Time Series Analysis?
Vector Autoregressions, Unit Roots and Cointegration?
Panel Data Analysis?
Small-Sample Inference: Resampling Methods?
Appendices?
Index

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