Item type | Current library | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|
Books | Central Library General Section | 330.015195 MAD (Browse shelf(Opens below)) | Available | 005455 |
Includes bibliographical references and index.
What is econometrics? -- Statistical background and matrix algebra -- Simple regression -- Multiple regression -- Heteroskedasticity -- Autocorrelation -- Multicollinearity -- Dummy variables and truncated variables -- Simultaneous equations models -- Diagnostic checking, model selection, and specification testing -- Errors in variables -- Introduction to time-series analysis -- Models of expectations and distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small-sample inference : resampling methods.
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