G. S. Maddala. Introduction to econometrics 3ed
第三版

此书的名声就不多说了，几本经典的计量经济学教材都有引用本书的内容。


[size=1.25em]Table of Contents

	Foreword
	Preface to the Second Edition
	Preface to the Third Edition
	Obituary
Pt. I	Introduction and the Linear Regression Model	1
1	What is Econometrics?	3
2	Statistical Background and Matrix Algebra	11
3	Simple Regression	59
4	Multiple Regression	127
Pt. II	Violation of the Assumptions of the Basic Model	197
5	Heteroskedasticity	199
6	Autocorrelation	227
7	Multicollinearity	267
8	Dummy Variables and Truncated Variables	301
9	Simultaneous Equations Models	343
10	Nonlinear Regressions, Models of Expectations, and Nonnormality	391
11	Errors in Variables	437
Pt. III	Special Topics	463
12	Diagnostic Checking, Model Selection, and Specification Testing	465
13	Introduction to Time-Series Analysis	513
14	Vector Autoregressions, Unit Roots, and Cointegration	543
15	Panel Data Analysis	573
16	Large-Sample Theory	585
17	Small-Sample Inference: Resampling Methods	593
	App. A: Data Sets	605
	App. B: Data Sets on the Web	613
	App. C: Computer Programs	615
	Index	617