Introduction to the Theory and Practice of Econometrics

Lee, T.C.,Lutkepol, H.,Griffiths, W.E.,Hill, R.C.,Judge, G

ISBN 10: 0471602728 / ISBN 13: 9780471602729

Editore: John Wiley and Sons Ltd, 1988

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Codice articolo S_423309681

Dati bibliografici

• Titolo: Introduction to the Theory and Practice of Econometrics
• Editore: John Wiley and Sons Ltd
• Data di pubblicazione: 1988
• Lingua: Inglese
• ISBN 10: 0471602728
• ISBN 13: 9780471602729
• Rilegatura: Paperback
• Edizione: seconda edizione
• Condizione: Good

Descrizione articolo

Riassunto

This second edition of the introduction to econometrics retains its comprehensive nature and while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. At least one applied example is included to illustrate each model and there are also many analytical and numerical exercises.