TY - BOOK AU - Magnus, Jan R. TI - Introduction to the theory of econometrics SN - 9789086597666 PY - 2019/// CY - Amsterdam PB - VU University Press KW - HB Economic Theory. Demography KW - Econometrics N1 - 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-- N2 - 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 UR - https://www.vuuniversitypress.com/product/introduction-to-the-theory-of-econometrics/?lang=en ER -