Advanced Econometric Theory

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Advanced Econometric Theory

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  • Producent: Routledge
  • Rok produkcji: 2011
  • ISBN: 9780415326308
  • Ilość stron: 408
  • Oprawa: Miękka
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Cena 236,25 PLN
Nasza cena 220,90 PLN
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Dodaj do Schowka
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Opis: Advanced Econometric Theory - J. Chipman, J Chipman

When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals 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, this significant volume is sure to become a seminal and indispensable text in this area.Preface 1. Multivariate Analysis and the Linear Regression Model 2. Least-Squares and Gauss-Markov Theory 3. Multicollinearity and Reduced-Rank Estimation 4. The treatment of Linear Restrictions 5. Stein Estimation 6. Autocorrelations of Residuals-1 7. Autocorrelations of Residuals-2 8. Simultaneous Equations 9. Solutions to the Exercises


Szczegóły: Advanced Econometric Theory - J. Chipman, J Chipman

Tytuł: Advanced Econometric Theory
Autor: J. Chipman, J Chipman
Producent: Routledge
ISBN: 9780415326308
Rok produkcji: 2011
Ilość stron: 408
Oprawa: Miękka
Waga: 0.62 kg


Recenzje: Advanced Econometric Theory - J. Chipman, J Chipman

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