Maddala, G. S.

Introduction to Econometrics / G.S. Maddala. - New York : London : Macmillan ; Collier Macmillan, c1988. - xvii, 472 p. : ill. ; 24 cm.

Includes indexes.

Waht is econometrics; a review of some basic results in statistics; simple regression; multiple regression; heteroskedasticity; autocorrelation' multicollinearity; dummy variables and truncated variables; simultaneous equation models; models of expectations; errors in variables; diagnostic checking, model selecting and specification testing.

An introduction to econometrics. Among the topics covered are simple regression, multiple regression, autocorrelation, multicollinearity, dummy variables, truncated variables and simultaneous equation models.

0023745304

87-032638


Econometrics.

HB139 / .M353 1988

330/.01/5195