Econometrics : an introduction to maximum likelihood methods

Valavanis, Stefan

Edité par New York : McGraw-Hill, 1959

Very good cloth copy in a good if somewhat edge-torn (with some loss) and dust-dulled dust-wrapper, now mylar-sleeved. Remains quite well-preserved overall. Series: Economics Handbook Series. Physical description: xvii, 223 pages : illustrations ; 24 cm. Notes: Includes bibliographical references and index. Contents: The fundamental proposition of econometrics -- Estimating criteria and the method of least squares -- Bias in models of decay -- Pitfalls of simultaneous interdependence -- Many-equation linear models -- Identification -- Instrumental variables -- Limited information -- The family of simultaneous estimating techniques -- Searching for hypotheses and testing them -- Unspecified factors -- Time series -- Appendix. A. Layout of computations : The rules in detail : Matrix inversion ; B. Stepwise least squares ; C. Subsample variances as estimators ; D. Proof of least squares bias in models of decay ; E. Completeness and stochastic independence ; F. The asterisk notation. Subjecs: Econometrics; Economics, Mathematical; Economic Theories. 1 Kg. N° de réf. du vendeur 395245

Détails bibliographiques

Titre : Econometrics : an introduction to maximum ...
Éditeur : New York : McGraw-Hill
Date d'édition : 1959
Reliure : Couverture rigide
Edition : 1st edition.