A Course in Econometrics

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9780674175440: A Course in Econometrics
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This book is an excellent choice for first year graduate econometrics courses because it provides a solid foundation in statistical reasoning in a manner that is both clear and concise. It addresses a number of issues that are of central importance to developing practitioners and theorists alike and achieves this in a fairly nontechnical manner...The topics addressed here are rarely given such a thorough treatment in econometrics textbooks. For example, in discussions of bivariate distributions, Goldberger points out that two uncorrelated normal random variables may not be independent, since a nonnormal bivariate distribution can generate normal marginal distributions. Other texts typically leave readers with the impression that two uncorrelated normal random variables are independent without reference to their joint distribution...A Course in Econometrics is rigorous, it makes students think hard about important issues, and it avoids a cookbook approach. For these reasons, I strongly recommend it as a basic text for all first year graduate econometrics courses. -- Douglas G. Steigerwald Econometric Theory [A Course in Econometrics] strike[s] the right balance between mathematical rigour and intuitive feel. It aims to prepare students for empirical research but also those who go on to more advanced econometrics...The book is very clear and very precise. It is built on just a few very simple concepts. I think that students will like it very much. I congratulate Professor Goldberger with having written a very useful book. -- Jan R. Magnus Economic Journal

Reseña del editor:

The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, "A Course in Econometrics" covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets.

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1.

Arthur S. Goldberger
Editorial: HARVARD UNIVERSITY PRESS, United States (1991)
ISBN 10: 0674175441 ISBN 13: 9780674175440
Nuevos Tapa dura Cantidad: 10
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(London, Reino Unido)
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Descripción HARVARD UNIVERSITY PRESS, United States, 1991. Hardback. Estado de conservación: New. New.. 231 x 152 mm. Language: English . Brand New Book. The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, A Course in Econometrics covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets. Nº de ref. de la librería AAH9780674175440

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Arthur S. Goldberger
ISBN 10: 0674175441 ISBN 13: 9780674175440
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Descripción 1991. Hardcover. Estado de conservación: New. 162mm x 33mm x 242mm. Hardcover. The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 432 pages. 0.689. Nº de ref. de la librería 9780674175440

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Goldberger, Arthur S.
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Descripción Harvard Univ Press. Estado de conservación: BRAND NEW. BRAND NEW Hardcover A Brand New Quality Book from a Full-Time Bookshop in business since 1992!. Nº de ref. de la librería 2362848

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Arthur S. Goldberger
Editorial: HARVARD UNIVERSITY PRESS, United States (1991)
ISBN 10: 0674175441 ISBN 13: 9780674175440
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Descripción HARVARD UNIVERSITY PRESS, United States, 1991. Hardback. Estado de conservación: New. New.. 231 x 152 mm. Language: English . Brand New Book. The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, A Course in Econometrics covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets. Nº de ref. de la librería AAH9780674175440

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Descripción Harvard Univ Pr, 1991. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería TH-9780674175440

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Descripción Harvard University Press. Estado de conservación: New. Brand New. Nº de ref. de la librería 0674175441

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Descripción Harvard University Press, 1991. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería WH-9780674175440

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Descripción 1991. Hardback. Estado de conservación: NEW. 9780674175440 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0808047

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Descripción Harvard University Press, 1991. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780674175440

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Descripción Harvard University Press, 1991. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0674175441

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