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Introduction to the theory and practice of econometrics--a computer handbook using SHAZAM and SAS: For use with Judge-Hill-Griffiths-Lütkepohl-Lee, ... and practice of econometrics, second edition - Softcover
Synopsis
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.
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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.
- PublisherWiley
- Publication date1988
- ISBN 10 047185946X
- ISBN 13 9780471859468
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages530
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