ENGLISH

Introduction to Econometrics

By G. S. Maddala

Book information

Publisher
Macmillan Pub. Co.; Maxwell Macmillan Canada; Maxwell Macmillan International
Year
1992
ISBN
9780023745454, 0-02-374545-2
LCC
HB139 .M353 1992
Open Library ID
OL1544749M
Language
english
Format
DJVU
Filesize
8 MB (8783428 bytes)
Edition
2nd ed
Pages
637\637
Library
mexmat
Time added
2009-07-20 03:45:11
Финансово-экономические дисциплины;Эконометрика

Description

Introduction to Econometrics has been significantly revised to include new developments in the field. The previous editions of this text were renowned for Maddala's clear exposition and the presentation of concepts in an easily accessible manner.Features:* New chapters have been included on panel data analysis, large sample inference and small sample inference* Chapter 14 Unit Roots and Cointegration has been rewritten to reflect recent developments in the Dickey-Fuller (DF), the Augmented Dickey-Fuller (ADF) tests and the Johansen procedure* A selection of data sets and the instructor's manual for the book can be found on our web site Comments on the previous edition: "Maddala is an outstanding econometrician who has a deep understaning of the use and potential abuse of econometrics... The strengths of the Maddala book are its simplicity, its accessibility and the large number of examples the book contains... The second edition is well written and the chapters are focused and easy to follow from beginning to end. Maddala has an oustanding grasp of the issues, and the level of mathematics and statistics is appropriate as well."

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