Statistical Methods in Econometrics

Idioma: inglés

Editorial: Emerald Publishing Limited, 1993

0125768303 / 9780125768306

Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de AmericaWorld of Books (was SecondSale)

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Descripción del artículo del vendedor

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 also included. It covers both multivariate analysis and matrix algebra. It focuses on newer tests of hypotheses such as the Lagrange multiplier test. It discusses characteristic functions in depth. This material has evolved during 15 years of classroom instruction.…

N° de ref. del artículo 00105730959

Título
Statistical Methods in Econometrics
Autor
Ramu Ramanathan
Editorial
Emerald Publishing Limited
Año de publicación
1993
Estado
Good
Encuadernación
Hardback
Idioma
inglés
ISBN 10
0125768303
ISBN 13
9780125768306

World of Books (was SecondSale)

Montgomery, IL, Estados Unidos de America

Vendedor de 5 estrellas

Vendedor de IberLibro desde 20 de diciembre de 2007

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ArtículoDe 4 a 12 días hábilesDe 3 a 6 días hábiles
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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission …

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