Introduction to the Theory and Practice of Econometrics, 2nd Edition

Lee, Tsoung-Chao,L?tkepohl, Helmut,Griffiths, William E.,Hill, R. Carter,Judge, George G.

ISBN 10: 0471624144 / ISBN 13: 9780471624141

Published by Wiley, 1988

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Bibliographic Details

Title: Introduction to the Theory and Practice of ...

Publisher: Wiley

Publication Date: 1988

Binding: Hardcover

Condition: Good

Edition: 2nd Edition

About this title

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.