ENGLISH

Advanced Econometrics: A Bridge to the Current Literature

By Edward Greenberg , Charles E. Webster Jr.

Book information

Publisher
Wiley
Year
1983
ISBN
0471090778, 9780471090779
Language
english
Format
DJVU
Filesize
3 MB (2942572 bytes)
Series
Wiley Series in Probability and Statistics
Edition
1
Pages
363\363
DPI
600
Time added
2013-07-17 13:25:01

Description

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.

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