Statistical Methods of Econometrics Book + PRICE WATCH * Amazon pricing is not included in price watch

Statistical Methods of Econometrics Book

. This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been rewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations. Read More

from£63.11 | RRP: £
* Excludes Voucher Code Discount Also available Used from £N/A
  • 0444100482
  • 9780444100481
  • Edmond Malinvaud
  • 1 May 2000
  • Elsevier Science Ltd
  • Hardcover (Book)
  • 744
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.