16 Autocorrelation in Regression I

Prof Pooja Sengupta

List of References

1. Basic Econometrics – D. Gujarati, Chapter 2

2. Introduction to linear regression analysis – D. Montogomery, Elizabeth A. Peck and Geoffrey Vining, Edition 4.

3. Applied regression analysis: A research tool – John O. Rawlings, Sastry G. Pantula and David A. Dickey. 2nd edition

4. The Theory and Practice of Econometrics – Judge, Griffiths, Hill, Lutkepohl and Lee

5. http://www.ats.ucla.edu/stat/r/dae/tobit.htm

6. https://cran.r-project.org/web/packages/censReg/vignettes/censReg.pdf

Related R resources

1. CRAN stats package :https://stat.ethz.ch/R-manual/R-devel/library/stats/html/00Index.html

2. Practical regression and anova using R. – Julian J. Faraway.