Introduction to the Theory and Practice of Econometrics

Judge, George G., Lee, Tsoung-Chao, Lütkepohl, Helmut, Hill, R. Carter, Griffiths, William E.

ISBN 10: 0471624144 / ISBN 13: 9780471624141

Edité par Wiley & Sons, Incorporated, John, 1988

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Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. N° de réf. du vendeur GRP63781826

Détails bibliographiques

Titre : Introduction to the Theory and Practice of ...

Éditeur : Wiley & Sons, Incorporated, John

Date d'édition : 1988

Reliure : Couverture rigide

Etat : Good

Edition : 2ème Édition

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Synopsis :

This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.