|
Textbook
Introduction to Econometrics, 4th EditionISBN: 978-0-470-01512-4
Paperback
656 pages
December 2009, ©2010
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
|
||||||
· Chapters 5
and 6, on Heteroscedasticity and Autocorrelation, now reflect the
latest professional practice in dealing with these common
violations of the basic regression model.
· Chapter 10 includes extensive discussion on diagnostic checking in linear models, various nested and nonnested model selection procedures, specification testing, data transformations, and tests for nonnormality.
· The first three chapters of Part III cover an introduction to time-series analysis, including the Box–Jenkins approach, forecasting and seasonality, models of expectations and distributed lag models, and vector autoregressions, unit roots, and cointegration.
· Chapters 15 and 16 cover, respectively, the latest developments in panel data analysis and various resampling methods for use in small sample inference.
Related Titles
More By These Authors
Econometrics
Resources for
Instructors
Contact a Wiley Sales Rep
Find Your Rep
Read an Excerpt
.png){kind=small}
Join An E-mail ListLearn about the latest products, events, offers and content. |
