Screen LibraryIntroduction to econometrics /
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| Main Authors: | |
|---|---|
| Group Author: | |
| Published: |
Wiley,
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| Publisher Address: | Chichester, U.K. : |
| Publication Dates: | 2009. |
| Literature type: | Book |
| Language: | English |
| Edition: | Fourth edition. |
| Subjects: | |
| Carrier Form: | xx, 634 pages : illustrations ; 24 cm |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9780470015124 0470015128 |
| Index Number: | HB139 |
| CLC: | F224.0 |
| Call Number: | F224.0/M179/4th ed. |
| Contents: | 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. |