Background
MADDALA, Gangaddharrao S. was born in 1933 in Hyderabad, India.
( This text prepares first-year graduate students and ad...)
This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals—classical regression and simultaneous equations—and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real micro-data analyses, and all are ideally suited to use as homework and test questions.
http://www.amazon.com/gp/product/0674175441/?tag=2022091-20
(First course in Econometrics in Economics Departments at ...)
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.
http://www.amazon.com/gp/product/0079132928/?tag=2022091-20
(This book presents the econometric analysis of single-equ...)
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.
http://www.amazon.com/gp/product/0521338255/?tag=2022091-20
(This book presents the econometric analysis of single-equ...)
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.
http://www.amazon.com/gp/product/0521338255/?tag=2022091-20
MADDALA, Gangaddharrao S. was born in 1933 in Hyderabad, India.
Bachelor of Arts (Mathematics) Andhra University, India 1955. Master of Arts (Statistics) Bombay University, India, 1957. Doctor of Philosophy University Chicago, 1963.
Assistant Professor, Stanford University,
7. Association Professor, Professor, University Rochester, 1967-1975. Visiting Professor, Cornell University, 1969, 1972.
Graduate Research Professor of Economics, Director, Center Econometrics and Decision Sciences, University Florida, Gainesville, Florida, United States of America, since 1975.
Association Editor, Econometrica, 1970-1979.
( This text prepares first-year graduate students and ad...)
(This book presents the econometric analysis of single-equ...)
(This book presents the econometric analysis of single-equ...)
(First course in Econometrics in Economics Departments at ...)
Initially worked on technological change in the coal industry when no one was interested in coal. Wrote the first pioneering paper on international diffusion of technical change but somehow left that area to others and moved to econometrics. Worked on the use of variance components models in pooling crosssection and time-series data.
Studied Bayesian inference in econometrics and wrote a paper on weak prior and sharp posteriors that brings out some anomolies in Bayesian inference in simultaneous equations. Later worked on econometric models involving disequilibrium and self-selection. Also estimation of econometric models with controlled prices.
Currently examining critically all the econometric work on rational expectations in macroeconomic and models of expectations based on survey data.