Econometrics - Couverture rigide

Franco Peracchi

Couverture rigide

ISBN 10 : 0471987646 ISBN 13 : 9780471987642

Editeur : Parlux, 2005

Synopsis

Book by Peracchi Franco

A propos du livre

Quatrième de couverture :

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduate and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.

Key features include:
∗ A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle
∗ An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator
∗ Detailed discussion of nonparametric methods for estimating density and regression functions
∗ Emphasis on diagnostic procedures and on prediction criteria for evaluating the results of statistical analysis
∗ An introduction to linear exponential family and generalized linear models
∗ A thorough discussion of robustness in statistical sense.

Biographie de l'auteur :

Franco Peracchi is a Professor of Econometrics at Tor Vergata University in Rome. he received an MSc in Econometrics from the London School of Economics in 1983 and a PhD in Economics from Princeton University in 1987. His research interests include econometric theory and methods, nonparametric and robust statistical methods, and labour economics. His work has been published in leading econometric and statistical journals.

À propos de cette édition

• Éditeur: Parlux
• Date d'édition: 2005
• ISBN 10: 0471987646
• ISBN 13: 9780471987642
• Reliure: Relié
• Nombre de pages: 702