Statistical Methods in Econometrics - Tapa dura

Ramanathan, Ramu

 
9780125768306: Statistical Methods in Econometrics
Tapa dura
ISBN 10: 0125768303 ISBN 13: 9780125768306
Editorial: Academic Press Inc, 1993

Sinopsis

Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Statistical Methods in Econometrics is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accordingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail.
The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix. Numerous examples, exercises, and practice problems are included.

Key Features
* Covers both multivariate analysis and matrix algebra
* Focuses on newer tests of hypotheses such as the Lagrange multiplier test
* Discusses characteristic functions in depth
* Material has evolved during 15 years of classroom instruction

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press Inc
Año de publicación
1993
Idioma
Inglés
ISBN 10 
0125768303
ISBN 13 
9780125768306
Encuadernación
Tapa dura
Número de páginas
416
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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