ENGLISH

Advanced Econometrics

By Takeshi Amemiya

Book information

Publisher
Harvard University Press
Year
1985
ISBN
0674005600, 9780674005600
LCC
HB139 .A5 1985
Open Library ID
OL22097463M
Language
english
Format
PDF
Filesize
17 MB (18045603 bytes)
Edition
1
Pages
521\515
Time added
2011-06-04 13:46:07

Description

Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.

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