Introduction To Econometrics 4th Ed.

Description:
Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.

Table of Contents:
Part I: Introduction and the Linear Regression Model Chapter 1 What is Econometrics? Chapter 2 Statistical Background and Matrix Algebra Chapter 3 Simple Regression Chapter 4 Multiple Regression Part II: Violation of the Assumptions of the Basic Model Chapter 5 Heteroskedasticity Chapter 6 Autocorrelation Chapter 7 Multicollinearity Chapter 8 Dummy Variables and Truncated Variables Chapter 9 Simultaneous Equations Models Chapter 10 Diagnostic Checking, Model Selection, and Specification Testing Chapter 11 Errors in Variables Part III: Special Topics Chapter 12 Introduction to Time-Series Analysis Chapter 13 Models of Expectations and Distributed Lags Chapter 14 Vector Autoregressions, Unit Roots, and Cointegration Chapter 15 Panel Data Analysis Chapter 16 Small-Sample Inference: Resampling Methods References Index

Author Biography:
G.S.Maddala was one of the leading figures in field of econometrics for more than 30 years until he passed away in 1999. At the time of his death, he held the University Eminent Scholar Professorship in the Department of Economics at Ohio State University. His previous affiliations include Stanford University, University of Rochester and University of Florida. Kajal Lahiri is Distinguished Professor of Economics, and Health Policy, and Management and Behaviour at the State University of New York, Albany where he is also Director of the Econometric Research Institute. Professor Lahiri is an Honorary Fellow of the International Institute of Forecasters.