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.