Econometrics

Auteurs

• Jon Stewart

Paramètres

• 416 pages
• 15 heures de lecture

En savoir plus sur le livre

This book is designed as a complete text in econometric methods for intermediate and advanced undergraduates and graduate students. The text builds from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time series models and limited dependent variable models. discussion of modern econometric theory (co-integration, unit root tests and all standard test procedures), matrix algebra materia, an appendix on matrix methods and live data sets provided in full with worked examples. There is also a discussion on computing which identifies key characteristics of modern software packages.

Achat du livre

• Année de publication: 1991
• Reliure: (souple)