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This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been rewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations.
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Book by Edmond Malinvaud
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Statistical Methods of Econometrics Studies in Mathematical and Managerial Economics, vol. 6
Editore:
Elsevier Science Ltd, 1980
ISBN 10: 0444854738
ISBN 13: 9780444854735
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gebundene Ausgabe. Condizione: Gut. 3rd ed. 764 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1220. Codice articolo 2157542
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Statistical Methods of Econometrics
Editore:
North-Holland, Amsterdam, Netherlands, 1980
ISBN 10: 0444854738
ISBN 13: 9780444854735
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Da: West With The Night, Tucson, AZ, U.S.A.
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Hard cover. 3rd Rev ed. Text in English, French. Sewn binding. Cloth over boards. 786 p. Handbook of Statistics, 6. Audience: General/trade. This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been rewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations. Very good in very good dust jacket. moderate shelfwear to the jacket, po name on first page. Codice articolo Alibris.0028135
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Statistical Methods of Econometrics (STUDIES IN MATHEMATICAL AND MANAGERIAL ECONOMICS)
Editore:
Elsevier Science Ltd, 1980
ISBN 10: 0444854738
ISBN 13: 9780444854735
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Da: Studibuch, Stuttgart, Germania
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hardcover. Condizione: Gut. 786 Seiten; 9780444854735.3 Gewicht in Gramm: 1. Codice articolo 970715
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