Introduction to econometrics - Maddala, G. S.; Lahiri, Kajal (Chichester, England Wiley, 2009)
PART 1 - Introduction and the Linear Regression Model - Chapter 1 - What is Econometrics - - Chapter 2 - Statistical Background and Matrix Algebra - - Chapter 3 - Simple Regresion - - Chapter 4 - Multiple Regression - - PART 2 - Violation of the Assumptions of the Basic Regression Model - - Chapter 5 - Heteroskedasticity - - Chapter 6 - Autocorrelation - - Chapter 7 - Multicollinearity - - Chapter 8 - Dummy Variables and Truncated Variables - - Chapter 9 - Simultaneous Equation Models - - Chapter 10 - Diagnostic Checking, Model Selection, and Specification Testing - - Chapter 11 - Errors In Variable - - PART 3 - Special Topics - - Chapter 12 - Introduction to Time-Series Analysis - - Chapter 13 - Models of Expectations and Distributed Lags - - Chapter 14 - Vector Autoregressions, Unit Roots, and Cointegration - - Chapter 15 - Panel Data Analysis - - Chapter 16 - Small-Sample Inference: Resampling Methods.
Prev. ed. entitled: Econometrics.
Keywords: Econometrics