Introduction to Econometrics

作者: G. S. 著 , Kajal Lahiri 著

出版社: Wiley

出版时间: 2009-12

版次: 4

ISBN: 9780470015124

定价: 654.60

装帧: 平装

开本: 其他

纸张: 其他

页数: 654页

正文语种: 英语

分类: 外文古旧书>英文书>经济

ForewordPrefacePartI:IntroductionandtheLinearRegressionModelCh1.WhatisEconometricsCh2.StatisticalBackgroundandMatrixAlgebraCh3.SimpleRegressionCh4.MultipleRegressionPartII:ViolationoftheAssumptionsoftheBasicModelCh5.HeteroskedasticityCh6.AutocorrelationCh7.MulticollinearityCh8.DummyVariablesandTruncatedVariablesCh9.SimultaneousEquationsModelsCh10.Non-LinearRegressions,NonnormalityandLarge-SampleTheoryCh11.ModelsofExpectations,DistributedLagModelsandRationalExpectationsCh12.ErrorsinVariablesPartIII:SpecialTopicsCh13.DiagnosticChecking,ModelSelectionandSpecificationTestingCh14.IntroductiontoTimeSeriesAnalysisCh15.VectorAutoregressions,UnitRootsandCointegrationCh16.PanelDataAnalysisCh17.Small-SampleInference:ResamplingMethodsAppendicesIndex G.S.Maddalawasoneoftheleadingfiguresinfieldofeconometricsformorethan30yearsuntilhepassedawayin1999.Atthetimeofhisdeath,heheldtheUniversityEminentScholarProfessorshipintheDepartmentofEconomicsatOhioStateUniversity.HispreviousaffiliationsincludeStanfordUniversity,UniversityofRochesterandUniversityofFlorida.KajalLahiriisDistinguishedProfessorofEconomics,andHealthPolicy,andManagementandBehaviourattheStateUniversityofNewYork,AlbanywhereheisalsoDirectoroftheEconometricResearchInstitute.ProfessorLahiriisanHonoraryFellowoftheInternationalInstituteofForecasters.
内容简介:
ForewordPrefacePartI:IntroductionandtheLinearRegressionModelCh1.WhatisEconometricsCh2.StatisticalBackgroundandMatrixAlgebraCh3.SimpleRegressionCh4.MultipleRegressionPartII:ViolationoftheAssumptionsoftheBasicModelCh5.HeteroskedasticityCh6.AutocorrelationCh7.MulticollinearityCh8.DummyVariablesandTruncatedVariablesCh9.SimultaneousEquationsModelsCh10.Non-LinearRegressions,NonnormalityandLarge-SampleTheoryCh11.ModelsofExpectations,DistributedLagModelsandRationalExpectationsCh12.ErrorsinVariablesPartIII:SpecialTopicsCh13.DiagnosticChecking,ModelSelectionandSpecificationTestingCh14.IntroductiontoTimeSeriesAnalysisCh15.VectorAutoregressions,UnitRootsandCointegrationCh16.PanelDataAnalysisCh17.Small-SampleInference:ResamplingMethodsAppendicesIndex
作者简介:
G.S.Maddalawasoneoftheleadingfiguresinfieldofeconometricsformorethan30yearsuntilhepassedawayin1999.Atthetimeofhisdeath,heheldtheUniversityEminentScholarProfessorshipintheDepartmentofEconomicsatOhioStateUniversity.HispreviousaffiliationsincludeStanfordUniversity,UniversityofRochesterandUniversityofFlorida.KajalLahiriisDistinguishedProfessorofEconomics,andHealthPolicy,andManagementandBehaviourattheStateUniversityofNewYork,AlbanywhereheisalsoDirectoroftheEconometricResearchInstitute.ProfessorLahiriisanHonoraryFellowoftheInternationalInstituteofForecasters.

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Introduction to Econometrics

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