: Introducci�n a la teor�a y pr�ctica de la econometr�a, un libro de George G. Judge que explora los fundamentos, la especificaci�n del modelo estad�stico, la estimaci�n y la inferencia. Cubre el modelo estad�stico lineal general, modelos lineales estad�sticos generalizados y modelos lineales estad�sticos simult�neos. Tambi�n aborda procedimientos para manejar una matriz de covarianza desconocida, la agrupaci�n de datos y modelos de par�metros variables, variables no observables y cualitativas, informaci�n no muestral, estimaci�n sesgada y la elecci�n de la dimensi�n y forma de la matriz de dise�o. Adem�s, examina el modelo estad�stico no lineal y los modelos de series de tiempo y de retardo distribuido. EAN: 9780471082774 Tipo: Libros Categor�a: Negocios y Econom�a|Ciencias T�tulo: Introduction to the Theory and Practice of Econometrics Autor: George G. Judge| R. Carter Hill| William E. Griffiths| Helmut Lutkepohl| Lee Idioma: en P�ginas: 839 Formato: tapa dura.

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Bibliographic Details

Title: Introduction to the Theory and Practice of Econometrics
Publisher: Wiley
Publication Date: 1982
Language: English
ISBN 10: 0471082775
ISBN 13: 9780471082774
Binding: Hardcover
Condition: Aceptable

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Introduction to the Theory and Practice of Econometrics (Probability & Mathematical Statistics) [hardcover] Judge, George G.,etc. [Apr 01, 1982]

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.

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