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Econometrics

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This book is designed as a complete text in econometric methods for intermediate and advanced undergraduates and graduate students. The text builds from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time series models and limited dependent variable models. discussion of modern econometric theory (co-integration, unit root tests and all standard test procedures), matrix algebra materia, an appendix on matrix methods and live data sets provided in full with worked examples. There is also a discussion on computing which identifies key characteristics of modern software packages.

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Econometrics, Jon Stewart

Lingua
Pubblicato
1991
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Titolo
Econometrics
Lingua
Inglese
Pubblicato
1991
Formato
In brossura
Pagine
416
ISBN10
0860038157
ISBN13
9780860038153
Serie
Valutazione
2 su 5
Descrizione
This book is designed as a complete text in econometric methods for intermediate and advanced undergraduates and graduate students. The text builds from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time series models and limited dependent variable models. discussion of modern econometric theory (co-integration, unit root tests and all standard test procedures), matrix algebra materia, an appendix on matrix methods and live data sets provided in full with worked examples. There is also a discussion on computing which identifies key characteristics of modern software packages.