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Advanced Econometrics
Edward Greenberg
Charles Edward Webster
其他書名
A Bridge to the Current Literature
出版
Wiley
, 1983-04
主題
Business & Economics / Econometrics
Business & Economics / Economics / General
ISBN
0471090778
9780471090779
URL
http://books.google.com.hk/books?id=TSK7AAAAIAAJ&hl=&source=gbs_api
註釋
Bridges the gap between introductory textbooks and current journal articles and is primarily geared for graduate students majoring in econometrics. Provides detailed treatment of topics in current econometric research. Discusses techniques of approximating probability distributions and moments. Presents theoretical aspects of time series analysis and shows connections between times series analysis and standard econometric models. Contains introductory chapters and six appendices on background topics in mathematics and statistics. Includes small sample properties of simultaneous equation estimators, plus detailed proofs of main results.