Advanced Econometrics - Rilegato

Amemiya, Takeshi

Rilegato

ISBN 10: 0674005600 ISBN 13: 9780674005600

Casa editrice: Harvard Univ Pr, 1985

Riassunto

Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.

Dettagli dell'edizione

• Editore: Harvard Univ Pr
• Data di pubblicazione: 1985
• Lingua: Inglese
• ISBN 10: 0674005600
• ISBN 13: 9780674005600
• Rilegatura: Copertina rigida
• Numero di pagine: 536
• Contatto del produttore: non disponibile
• Persona responsabile: Amazon EU Sarl; 0; www.amazon.com; ; 38 Avenue John F. Kennedy; Luxembourg; 0; L-1855; Lussemburgo