Introduction to Econometrics 3e
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More About This Title Introduction to Econometrics 3e
English
G.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.
English
Foreword.
Preface to the Second Edition.
Preface to the Third Edition.
Obituary.
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.
Nonlinear Regression, Models of Expectations, and Nonnormality.
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.
Large-Sample Theory.
Small-Sample Inference: Resampling Methods.
Appendix A: Data Sets.
Appendix B: Data Sets on the Web.
Appendix C: Computer Programs.
Index.
Preface to the Second Edition.
Preface to the Third Edition.
Obituary.
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.
Nonlinear Regression, Models of Expectations, and Nonnormality.
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.
Large-Sample Theory.
Small-Sample Inference: Resampling Methods.
Appendix A: Data Sets.
Appendix B: Data Sets on the Web.
Appendix C: Computer Programs.
Index.
