Introduction to the Theory and Practice of Econometrics, 2nd Edition - Hardcover
This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, 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. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.
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- PublisherWiley
- Publication date1988
- ISBN 10 0471624144
- ISBN 13 9780471624141
- BindingHardcover
- Edition number2
- Number of pages1064
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