Introduction to Econometrics

Introduction to Econometrics
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作者: ,
出版社: Wiley
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
  • 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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