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Advanced Econometric Theory

Language EnglishEnglish
Book Paperback
Book Advanced Econometric Theory John S Chipman
Libristo code: 04070657
Publishers Taylor & Francis Ltd, April 2011
Presents the classic lectures in econometric theory. Starting with the linear regression model, leas... Full description
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Presents the classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the principles of econometrics, this book guides the introductory student to an advanced stage of ability. It covers multicollinearity and reduced-rank estimation, and the treatment of linear restrictions.

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About the book

Full name Advanced Econometric Theory
Author John S Chipman
Language English
Binding Book - Paperback
Date of issue 2011
Number of pages 394
EAN 9780415326308
ISBN 0415326303
Libristo code 04070657
Publishers Taylor & Francis Ltd
Weight 628
Dimensions 162 x 233 x 28

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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