学习计量经济学的经典好书。英文版本。637 pages
被引用
Cited by 2548 次。
作者:G.S MADDALA (这可是
计量经济学的大牛呀)
2nd Edition, 1992
被引用
Cited by 2548 次。不管是学习还是搞研究,都是必读之书。
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Editorial Reviews
Product Description
Introduction to Econometricshas 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.'
From the Publisher
This book provides a systematic, clear development of the basic concepts and tools of econometrics.
--This text refers to an out of print or unavailable edition of this title.
See all Editorial Reviews