Isbn: 9788184201079 - econometrics (2 risultati)

Condizione: New. pp. [vii] + 208.

Hardbound. Condizione: As New. New. Contents Preface. 1. Introduction. 2. Basic tools and techniques of econometrics. 3. Identification of economic tools. 4. Modelling in macroeconomics. 5. Econometric modelling. 6. Three econometric methodologies. 7. Testing in econometrics. 8. Probability foundations of econometrics. 9. Macroeconomics and reality. 10. Improving economic forecasting. 11. Methodological framework for econometric modelling. Bibliography. Index. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first year graduate course except maximum likelihood are treated as special cases of GMM (Generalized methods of moments). Maximum likelihood estimators for a variety of models (Such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. 208 pp.…