9780415326292: Advanced Econometric Theory
Rilegato
ISBN 10: 041532629X ISBN 13: 9780415326292
Casa editrice: Routledge, 2011

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull?autore

John S. Chipman is Regents' Professor of Economics Emeritus at the University of Minnesota. He taught in the areas of Econometrics, International Trade, and Welfare Economics. His is currently involved in theoretical and econometric research into international trade and the history of utility theory. He has published a number of key journal articles and his paper – Homothetic Preferences and Aggregation - is one of the most significant papers in economic theory ever published.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Routledge
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
041532629X
ISBN 13 
9780415326292
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
408
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Germania

Altre edizioni note dello stesso titolo

9780415326308: Advanced Econometric Theory

Edizione in evidenza

ISBN 10:  0415326303 ISBN 13:  9780415326308
Casa editrice: Routledge, 2011
Brossura