Détails bibliographiques
| Auteurs principaux : |
Maddala Gangadharrao S.
(Auteur),
Lahiri Kajal
(Auteur) |
| Format : |
Livre |
| Langue : |
anglais |
| Titre complet : |
Introduction to econometrics / G.S. Maddala, Kajal Lahiri |
| Édition : |
4th ed. |
| Publié : |
Chichester, U.K. :
Wiley
, cop. 2009
|
| Description matérielle : |
1 vol. (xx, 634 p.) |
| Contenu : |
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 |
| Sujets : |
|
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