Introduction to the Theory and Practice of Econometrics
Published on 28. September 1988
Book
Paperback/Softback
1062 pages
978-0-471-60272-9 (ISBN)
Description
This second edition of the introduction to econometrics retains its comprehensive nature and while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. At least one applied example is included to illustrate each model and there are also many analytical and numerical exercises.
More details
Edition
International 2 Revised ed
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Illustrations
Ill.
Dimensions
Height: 230 mm
Width: 150 mm
Weight
1332 gr
ISBN-13
978-0-471-60272-9 (9780471602729)
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Schweitzer Classification
Content
Introduction; PART 1 - STATISTICAL CONCEPTS: Probability and Distribution Theory; Estimation and Inference; Bayesian Inference; PART II - THE LINEAR STATISTICAL MODEL: Simple Regression; General Linear Statistical Model; Bayesian Analysis of the Normal Linear Statistical Model; PART 111 - GENERALIZATIONS OF THE LINEAR STATISTICAL MODEL: The General Linear Statistical Model with General Known Covariance Matrix; The General Linear Statistical Model with Unknown Covariance Matrix; Dummy Variables and Varying Parameter Models; Sets of Linear Statistical Models; Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation; Stochastic Regressors; PART IV - SIMULTANEOUS EQUATION MODELS: An Introduction to Simultaneous Equation Models; Estimation for Simultaneous Equation Models; PART V - TIME SERIES AND DISTRIBUTED LAG MODELS: Time Series Analysis and Forecasting; Bivariate Time Series and Forecasting; Distributed Lags; PART VI ADDITIONAL ECONOMETRIC TOPICS: Qualitative and Limited Dependent Variables; Selecting the Statistical Model; Multicollinearity.