Statistical Methods in Econometrics - Couverture rigide

Ramanathan, Ramu

 
9780125768306: Statistical Methods in Econometrics

Synopsis

Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.

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