Introduction to Econometrics
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
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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.
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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
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作者简介:
G.S.Maddalawasoneoftheleadingfiguresinfieldofeconometricsformorethan30yearsuntilhepassedawayin1999.Atthetimeofhisdeath,heheldtheUniversityEminentScholarProfessorshipintheDepartmentofEconomicsatOhioStateUniversity.HispreviousaffiliationsincludeStanfordUniversity,UniversityofRochesterandUniversityofFlorida.KajalLahiriisDistinguishedProfessorofEconomics,andHealthPolicy,andManagementandBehaviourattheStateUniversityofNewYork,AlbanywhereheisalsoDirectoroftheEconometricResearchInstitute.ProfessorLahiriisanHonoraryFellowoftheInternationalInstituteofForecasters.
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