330.43MAD
Monografia
2088
Maddala, G. S.
Econometrics / G. S. Maddala.- Singapura : McGraw-Hill Cook Co, 1977.- 516p. ; 21cm. - (Economics Handbook Series)
ISBN 0-07-039412-1 (Broch.) : oferta
ECONOMIA, ECONOMETRIA, ECONOMIA MATEMÁTICA
PART ONE: Introduction. Chapter 1 - Data, variables and models. PART TWO: Introduction to probability and statistical inference. Chapter 2 - Probability. Chapter 3 - Random Variables and Probability Distributions. Chapter 4 - Classical Statistical Inference. Chapter 5 - Bayesian Inference and Decision Theory. PART THREE: Introduction to econometric methods. Chapter 6 - Descriptive Measures. Chapter 7 - Simple Linear Regression. Chapter 8 - Multiple Regression. Chapter 9 - Dummy Variables, Lagged Variables and Nonlinearities in Multiple Regression. Chapter 10 - Some Further Topics in Multiple Regression. Chapter 11 - Introduction to Simultaneous-Equation Models. PART FOUR: Further Discussion of Selected Topics. Chapter 12 - Heteroscedasticity and Autocorrelation. Chapter 13 - Errors in Variables and Nonnormal Errors. Chapter 14 - Covariance Analysis and Pooling Cross-Section and Time-Series Data. Chapter 15 - Trend, Seasonal Variation and Forecasting. Chapter 16 - Distributed-Lag Models. Chapter 17 - Varying Parameter Models. Chapter 18 - Bayesian Methods in Econometrics.