Statistical Methods in Econometrics

Statistical Methods in Econometrics
Academic Press (January 21, 1993) | ISBN: 0125768303 | 405 pages | File type: PDF | 28 mb

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
Download Links:

[Fast Download] Statistical Methods in Econometrics

Ebooks related to "Statistical Methods in Econometrics" :
International Finance Regulation: The Quest for Financial Stability
Crapshoot Investing
Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall
Fiduciary Finance: Investment Funds and the Crisis in Financial Markets
Renewable Energy Desalination: An Emerging Solution to Close the Water Gap in the Middle East and No
Straßenbenutzungsgebühren in Städten
OECD Review of Agricultural Policies
The Global Diffusion of Markets and Democracy
A Short History of Paper-Money and Banking in the United States
Accounting for Climate Change: Uncertainty in Greenhouse Gas Inventories - Verification, Compliance,
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.