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Introduction to Econometric Theory


342.55  Lei 403  Lei

sau 34255 de puncte. Detalii.

Livrare in 15 zile lucratoare

Cod: BRT9781119484882

An aparitie: 2018

Autor: James Davidson

Categoria: Maths

Editie: cartonata


Format: 251 x 172 x 17 mm

Limba: English

Nr. pagini: 250

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A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods

An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author -- a noted expert in the field -- covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance
Offers proven classroom-tested material
Contains sets of exercises that accompany each chapter
Includes a companion website that hosts additional materials, solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

Cartea Introduction to Econometric Theory face parte din categoria Maths a librariei online si este scrisa de James Davidson.
Livrarea se face din stocul furnizorului nostru din UK in aproximativ 15 zile lucratoare. Transportul este gratuit prin curier rapid, oriunde in Romania, pentru orice comanda de minimum 65 de lei. Pentru orice solicitare sau informatie suplimentara apelati call center-ul Libris de luni pana vineri intre orele 8-20.

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