Maddala, G. S. <br/><br/>
Introduction to econometrics. / 
G.S. Maddala, Kajal Lahiri. 
 - 4th ed. 
 - Chichester, U.K:  Wiley,  2009. 
 - xx, 634 p. :  ill. ;  24 cm. 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>What is econometrics? -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Diagnostic checking, model selection, and specification testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small-sample inference : resampling methods. 
<br/><br/><label>ISBN: </label>9780470015124 (pbk.) 0470015128 (pbk.) 
<br/><br/><label>LCCN: </label>2009015942 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics.
<br/><br/><label>LC Class. No.: </label>HB139.M35 
<br/><br/><label>Dewey Class. No.: </label>330.01/5195