Advanced Econometrics
Takeshi Amemiya(Author)
Blackwell Publishers
Published on 16. April 1987
Book
Paperback/Softback
516 pages
978-0-631-15583-6 (ISBN)
More details
Edition
New edition
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Edition type
New edition
Illustrations
Illustrations
Dimensions
Height: 220 mm
Width: 140 mm
Weight
765 gr
ISBN-13
978-0-631-15583-6 (9780631155836)
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Schweitzer Classification
Content
Contents 1 Classical least squares theory 2 Recent developments in regression analysis 3 Large sample theory 4 Asymptotic properties of extremum estimators 5 Time series analysis 6 Generalized least squares theory 7 Linear simultaneous equations models 8 Nonlinear simultaneous equations models 9 Qualitative response models 10 Tobit models 11 Markov chain and duration models Appendix 1 Useful theorrems in matrix analysis Appendix 2 Distribution theory Notes References Name index Subject index.