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Advanced Econometric Theory
Engelsk
Bogcover for Advanced Econometric Theory af John Chipman, 9780415326308
Specifikationer
Sprog:
Engelsk
Sider:
394
ISBN-13:
9780415326308
Indbinding:
Paperback
ISBN-10:
0415326303
Udg. Dato:
21 apr 2011
Størrelse i cm:
23,3 x 16,2 x 2,8
Oplagsdato:
21 apr 2011
Forfatter(e):

Advanced Econometric Theory

Engelsk
Paperback 2011
Format:

Bog beskrivelse
John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory in this new volume.

Starting with the linear regression model, least squares, Gauss-Markov theory and the first principles of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics.

Despite the frequent complexity of the subject matter, Chipman''s clear explanations, concise prose and sharp analysis make this book stand out from others in the field.

With mathematical rigor sharpened by a lifetime of econometric analysis, Advanced Econometric Theory is sure to become a seminal and indispensable text in this area. If you want to learn econometrics, what better way than to be taught by one of its masters?





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Specifikationer
Sprog:
Engelsk
Sider:
394
ISBN-13:
9780415326308
Indbinding:
Paperback
ISBN-10:
0415326303
Udg. Dato:
21 apr 2011
Størrelse i cm:
23,3 x 16,2 x 2,8
Oplagsdato:
21 apr 2011
Forfatter(e):
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