Statistical Methods in Econometrics - Rilegato

Ramanathan, Ramu

 
9780125768306: Statistical Methods in Econometrics
Rilegato
ISBN 10: 0125768303 ISBN 13: 9780125768306
Casa editrice: Emerald Group Pub Ltd, 1993

Sinossi

"Statistical Methods in Econometrics" is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accordingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail. The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix. Numerous examples, exercises, and practice problems are also included. It covers both multivariate analysis and matrix algebra. It focuses on newer tests of hypotheses such as the Lagrange multiplier test. It discusses characteristic functions in depth. This material has evolved during 15 years of classroom instruction.

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Contenuti

Probability Theory:
Introduction.
Basic Probability.
Random Variables and Distributions.
Some Special Distributions.
Multivariate Distributions.
Statistical Inference:
Sampling Theory.
Asymptotic Distribution Theory.
Estimation.
Tests of Hypothesis.
Econometrics:
Multiple Regression.
Functional Forms and Dummy Variables.
Nonspherical Disturbances.
Appendixes.
References.
Author Index.
Subject Index.

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Editore
Emerald Group Pub Ltd
Data di pubblicazione
1993
Lingua
Inglese
ISBN 10 
0125768303
ISBN 13 
9780125768306
Rilegatura
Copertina rigida
Numero di pagine
405
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Germania