Denis Sargan's work in econometrics has provided much of the foundation for teaching and research in Britain for the last 20 years. These lectures, delivered at the London School of Economics in the 1960s, have now been edited by Meghnad Desai, who also supplies an introduction, and seek to confirm the importance of Professor Sargan's work. His style is described as terse and rigorous but his exposition as lucid and exhilarating. This addition to econometric literature should be of interest to students and those who have been influenced by Professor Sargan's work.
Sprache
Verlagsort
Verlagsgruppe
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Maße
Höhe: 230 mm
Breite: 150 mm
Gewicht
ISBN-13
978-0-631-14956-9 (9780631149569)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Klassifikation
Foundations of asymptotic theory; simultaneous equation models (SEM); identification and the treatment of general linear restrictions; estimation of single equation models 1 - OLS and GLS estimators; estimation of single models 2 - the instrumental variable & 2SLS estimator; the IV estimation of a set of simultaneous equations; maximum likelihood estimation A - full information maximum likelihood (FIML); estimation B - limited information maximum likelihood (LIML) estimation; testing equations for misspecification; alternative significance tests; methods of numerical optimization.
