| An Introduction to Econometric Theory Contributor(s): Davidson, James (Author) |
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ISBN: 1119484928 ISBN-13: 9781119484929 Publisher: Wiley OUR PRICE: $80.75 Product Type: Open Ebook - Other Formats Published: July 2018 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| LCCN: 2018011202 |
| Physical Information: 0.59" H x 5.98" W x 9.02" (1.50 lbs) 256 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author -- a noted expert in the field -- covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:
Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.
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