Econometrics. (= Wiley Series in Probability and Mathematical Statistics, International Edition).

Wonnacott, Ronald J. and Thomas H. Wonnacott:

ISBN 10: 0471959693 / ISBN 13: 9780471959694

Published by Wiley, New York, 1970

About this Item

IX, 445 pp. with a lot of figures, 0471959693 Sprache: Englisch Gewicht in Gramm: 620 Groß 8°, Original-Karton (Softcover), Bibliotheks-Exemplar (ordnungsgemäß entwidmet) mit leichten Rückständen vom Rückenschild und mit Papier-Signatur, Stempel auf Titel, insgesamt gutes und innen sauberes Exemplar, (library copy in good condition),

Seller Inventory # 123433

Bibliographic Details

• Title: Econometrics. (= Wiley Series in Probability and Mathematical Statistics, International Edition).
• Publisher: Wiley, New York
• Publication Date: 1970
• Language: English
• ISBN 10: 0471959693
• ISBN 13: 9780471959694
• Binding: Soft cover
• Weight: 620 grams
• Seller catalogs:
  • Mathematik

About this title

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.