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Econometrics (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section) - Hardcover
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.
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- PublisherWiley
- Publication date1979
- ISBN 10 0471959812
- ISBN 13 9780471959816
- BindingHardcover
- Edition number2
- Number of pages580
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