Introduction to the theory and practice of econometrics /
Introduction to the theory and practice of econometrics /
- 2nd ed.
- New York : Wiley, c1988.
- xxxvii, 1024 p. :ill,
Includes bibliographical references and index.
This second edition of the introduction to econometrics retains its comprehensive nature and 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. At least one applied example is included to illustrate each model and there are also many analytical and numerical exercises.
0471624144
Econometrics.
HB139 / .I58 1988
330.028 / INT
Includes bibliographical references and index.
This second edition of the introduction to econometrics retains its comprehensive nature and 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. At least one applied example is included to illustrate each model and there are also many analytical and numerical exercises.
0471624144
Econometrics.
HB139 / .I58 1988
330.028 / INT