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Introduction to the Theory and Practice of Econometrics Book
This second edition of the introduction to econometrics retains its comprehensive nature and while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. At least one applied example is included to illustrate each model and there are also many analytical and numerical exercises.Read More
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- 047185946X
- 9780471859468
- George G. Judge, R. Carter Hill, William E. Griffiths, Helmut Lütkepohl, TsoungChao Lee
- 24 August 1988
- John Wiley & Sons
- Paperback (Book)
- 534
- 2nd Edition
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