Introduction to the theory of econometrics - Amsterdam VU University Press, 2019 - xi, 128 p. ill. 22 cm.

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--

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.

9789086597666


HB Economic Theory. Demography


Econometrics