Introduction to Econometrics, 4th Edition

by Maddala, G. S.; Lahiri, Kajal

• ISBN13: 9780470015124
• ISBN10: 0470015128
• Edition: 4th
• Format: Paperback
• Copyright: 2009-12-21
• Publisher: Wiley

Summary

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.

Author Biography

G.S.Maddala was one of the leading figures in field of econometrics for more than 30 years until he passed away in 1999. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous affiliations include Stanford University, University of Rochester and University of Florida.

Kajal Lahiri is Distinguished Professor of Economics, and Health Policy, and Management and Behaviour at the State University of New York, Albany where he is also Director of the Econometric Research Institute. Professor Lahiri is an Honorary Fellow of the International Institute of Forecasters.

Table of Contents

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

Table of Contents provided by Publisher. All Rights Reserved.