This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Hardback or Cased Book. Etat : New. Introductory Econometrics. Book. N° de réf. du vendeur BBS-9780387903170
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