Items related to Introduction to Econometrics
Synopsis
Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.
"synopsis" may belong to another edition of this title.
From the Publisher
This book provides a systematic, clear development of the basic concepts and tools of econometrics.
From the Back Cover
Maintaining G.S. Maddala’s brilliant expository style of cutting through the technical superstructure to reveal only essential details, while retaining the nerve centre of the subject matter, Professor Kajal Lahiri has brought forward this new edition of one of the most important textbooks in its field.
The new edition continues to provide a large number of worked examples, and some shorter data sets. Further data sets and additional supplementary material to assist both the student and lecturer are available on the companion website www.wileyeurope.com/college/maddala
New features for the fourth edition:
- Chapters 5 and 6, on Heteroscedasticity and Autocorrelation, now reflect the latest professional practice in dealing with these common variations of the basic regression model.
- Chapter 10 includes extensive discussion on diagnostic checking in linear models, various nested and non-nested model selection procedures, specification testing, data transformations, and tests for non-normality.
- The first three chapters of Part III cover an introduction to time-series analysis, including the Box–Jenkins approach, forecasting and seasonality, models of expectations and distributed lag models, and vector auto-regressions, unit roots, and cointegration.
- Chapters 15 and 16 cover, respectively, the latest developments in panel data analysis and various re-sampling methods for use in small sample inference.
"About this title" may belong to another edition of this title.
- PublisherMacmillan Pub Co
- Publication date1988
- ISBN 10 0023745304
- ISBN 13 9780023745300
- BindingHardcover
- LanguageEnglish
- Number of pages464
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Introduction to Econometrics
Published by
MacMillan Publishing Company, 1988
ISBN 10: 0023745304
ISBN 13: 9780023745300
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Introduction to Econometrics
Published by
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ISBN 10: 0023745304
ISBN 13: 9780023745300
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Introduction to Econometrics
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Introduction to Econometrics
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Introduction to Econometrics
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Introduction to Econometrics
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