Synopsis
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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From the Publisher
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.
"About this title" may belong to another edition of this title.
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WIE Introduction to the Theory and Practice of Econometrics
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John Wiley and Sons Ltd, 1988
ISBN 10: 0471602728
ISBN 13: 9780471602729
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Introduction to the Theory and Practice of Econometrics
Published by
John Wiley and Sons Ltd, 1988
ISBN 10: 0471602728
ISBN 13: 9780471602729
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Introduction to the Theory and Practice of Econometrics
Published by
John Wiley and Sons Ltd, 1988
ISBN 10: 0471602728
ISBN 13: 9780471602729
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