This is an intermediate level textbook in econometrics. It covers standard topics such as serial correlation, heteroscedasticity and stochastic regressors as well as more advanced topics such as unit roots, cointegration and limited dependent variables.
- ISBN10 1447775732
- ISBN13 9781447775737
- Publish Date 12 January 2012
- Publish Status Active
- Publish Country GB
- Imprint Lulu.com
- Format Paperback
- Pages 260
- Language English