Introduction to the theory of econometrics

Contributor(s):

Magnus, Jan R [Author]

Material type: Text

TextLanguage: English Publication details: Amsterdam VU University Press, 2019Description: xi, 128 p. ill. 22 cm.ISBN:

9789086597666

Subject(s):

Online resources:

Click here to access online

Contents:

Includes bibliographical references and index. 1. Approximation-- 2. Best unbiased estimation-- 3. Inference-- 4. Maximum likelihood-- 5. Asymptotitcs-- 6. Conditioning-- Appendix A Matrices-- Appendix B Statistics--

Summary: This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students.

Holdings ( 1 )
Title notes ( 2 )

Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	TBS Barcelona Libre acceso	HB139 MAG (Browse shelf(Opens below))	Available		B03434

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Previous	HB135 CHI Fundamental methods of mathematical economics	HB135 KOO Tres ensayos sobre el estado de la ciencia económica	HB135 SIM Mathematics for economists	HB139 MAG Introduction to the theory of econometrics	HB143 HER Programación matemática y modelos económicos:	HB144 FUD Game theory	HB171 MAN Principios de economía (2008, 4 ed.)	Next

This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students.