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Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.
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Previews available in: English
Subjects
Econometrics, business & economics, statisticsShowing 6 featured editions. View all 6 editions?
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Advanced Econometrics
1996, Harvard University Press
Hardcover
in English
- 7th printing
0674005600 9780674005600
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Book Details
Edition Notes
Includes bibliographical references (p. [475]-504) and indexes.
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- Created April 1, 2008
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December 9, 2023 | Edited by MARC Bot | import existing book |
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April 1, 2008 | Created by an anonymous user | Imported from Scriblio MARC record |