Advanced Econometrics

Amemiya, Takeshi

ISBN 10: 0674005600 / ISBN 13: 9780674005600

Editore: Harvard University Press, 1985

Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.87. Codice articolo G0674005600I3N00

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.

Dati bibliografici

Titolo: Advanced Econometrics
Casa editrice: Harvard University Press
Data di pubblicazione: 1985
Legatura: Hardcover
Condizione: Good
Condizione sovraccoperta: No Jacket