Cover: Advanced Econometrics in HARDCOVER

Advanced Econometrics

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Product Details


$108.50 • £86.95 • €97.50

ISBN 9780674005600

Publication Date: 11/07/1985


536 pages

10 line illustrations, display equations, 13 tables

North America only

  • 1. Classical Least Squares Theory
  • 2. Recent Developments in Regression Analysis
  • 3. Large Sample Theory
  • 4. Asymptotic Properties of Extremum Estimators
  • 5. Time Series Analysis
  • 6. Generalized Least Squares Theory
  • 7. Linear Simultaneous Equations Models
  • 8. Nonlinear Simultaneous Equations Models
  • 9. Qualitative Response Models
  • 10. Tobit Models
  • 11. Markov Chain and Duration Models
  • Appendix 1. Useful Theorems in Matrix Analysis
  • Appendix 2. Distribution Theory
  • Notes
  • References
  • Name Index
  • Subject Index

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