Introduction to the theory of econometrics
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- 9789086597666
Item type | Current library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Book | TBS Barcelona Libre acceso | HB139 MAG (Browse shelf(Opens below)) | Available | B03434 |
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.