Introduction To Econometrics, 3Rd Ed

Introduction To Econometrics, 3Rd Ed (Paperback)

By G S Maddala 
Publisher: Wiley India Pvt Ltd
Edition: Paperback
Language: English
ISBN: 8126510951
EAN: 9788126510955
No. of Pages: 664
Publish Date: 2007-1-24
Binding: Paperback
Ships to India.

Description

About the Book :

Introduction to Econometrics has been significantly revised to include new developments in the field. The book contains new chapters on panel data analysis, large sample inference and small sample inference. It also has a separate chapter on Unit Roots and Co integration which reflects recent developments in the Dickey-Fuller (DF), the Augmented Dickey-Fuller (ADF) tests and the Johansen procedure.

About the Author :

G.S. Maddala passed away in June 1999 and had been a leading figure in the econometrics profession for more than three decades. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous university affiliations include Stanford University, University of Rochester and University of Florida.

Interesting Facts :

The new edition includes the following features: three new chapters have been added: Chapter 15 Panel Data Analysis includes discussion on Fixed Effect Models, Random Effect Models, the SUR Model and the Random Coefficient Model Chapter 16 Large Sample Inference covers the Maximum Likelihood Effect and the Method of Generalized Moments Chapter 17 Small Sample Inference: Resampling Methods focuses on Monte Carlo Methods and Bootstrap Methods Chapter 14 Unit Roots and Co integration has been significantly rewritten to reflect recent developments in the Dickey-Fuller (DF), the Augmented Dickey-Fuller (ADF) tests and the Johansen procedure new data sets.

Contents :

Preface to the Second EditionPreface to the Third EditionObituaryPart I Introduction And The Linear Regression ModelWhat is Econometrics?Statistical Background and Matrix AlgebraSimple RegressionMultiple RegressionsPart II Violation Of The Assumptions Of The Basic ModelHeteroskedasticityAutocorrelationMulticollinearityDummy Variables and Truncated VariablesSimultaneous Equations ModelsNonlinear Regression, Models of Expectations, and Non normalityErrors in VariablesPart III Special TopicsDiagnostic Checking, Model Selection, and Specification TestingIntroduction to Time-Series AnalysisVector Auto regressions, Unit Roots, and Co integrationPanel Data AnalysisLarge-Sample TheorySmall-Sample Inference: Resampling MethodsAppendix A: Data SetsAppendix B: Data Sets on the WebAppendix C: Computer ProgramsIndex
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Specification

Title: Introduction To Econometrics, 3Rd Ed
Publisher: Wiley India Pvt Ltd
Author: G S Maddala
Edition: Paperback
Language: English
ISBN: 8126510951
EAN: 9788126510955
No. of Pages: 664
Publish Date: 2007-1-24
Binding: Paperback

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