Econometrics: 2nd Ed (Probability and Mathematical Statistics Series) - Softcover

Wonnacott, Ronald J.; Wonnacott, Thomas H.

 
9780471055143: Econometrics: 2nd Ed (Probability and Mathematical Statistics Series)
Softcover
ISBN 10: 047105514X ISBN 13: 9780471055143
Publisher: John Wiley and Sons Ltd, 1979

Synopsis

Econometrics uses a two-part format designed for an introductory course followed by a more advanced treatment. Part I is a simple presentation of important statistical concepts; difficult interpretations and developments are provided in footnotes, starred sections, and corresponding chapters in Part II, allowing for a good appreciation of main problems without any loss of continuity in presentation. Part II requires calculus, matrix algebra, and vector geometry; chapters correspond to Part I and cover topics in greater depth. This edition now covers Box/Jenkins time series analysis, Almon lags, cross-spectral analysis, treatment of serial correlation in both the error and dependent variable, principle components, and more recent simultaneous equation techniques such as SOIV, LIVE, and FIVE.

"synopsis" may belong to another edition of this title.

Publisher
John Wiley and Sons Ltd
Publication date
1979
Language
English
ISBN 10 
047105514X
ISBN 13 
9780471055143
Binding
Paperback
Edition number
2
Number of pages
604

Other Popular Editions of the Same Title

9780471959816: Econometrics (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)

Featured Edition

ISBN 10:  0471959812 ISBN 13:  9780471959816
Publisher: Wiley, 1979
Hardcover