Téléchargez le livre : An Introduction to Econometric Theory

An Introduction to Econometric Theory



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Éditeur :

Wiley


Paru le : 2018-07-18



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Description

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS
An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.
The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, a solution manual and lecture slides
Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.
Pages
256 pages
Collection
n.c
Parution
2018-07-18
Marque
Wiley
EAN papier
9781119484882
EAN PDF
9781119484936
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
4700 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
87,51 €
EAN EPUB
9781119484929
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
256
Taille du fichier
26040 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
87,51 €

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