The Theory and Practice of Econometrics - Hardcover

Judge, George G.; Griffiths, William E.; Hill, R. Carter; Lütkepohl, Helmut; Lee, Tsoung-Chao

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9780471895305: The Theory and Practice of Econometrics

Synopsis

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

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About the Author

George Judge is an American econometrician and Professor in the Graduate School in the Department of Agricultural and Resource Economics located in the UC Berkeley College of Natural Resources. William E. Griffiths is the author of The Theory and Practice of Econometrics, 2nd Edition, published by Wiley.

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