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Introductory Econometrics

Name: Introductory Econometrics
Brand: Springer-Verlag New York Inc.
SKU: 01383525
Price: 66.52 EUR
Availability: InStock
Author: P. J. Dhrymes
ISBN: 9780387903170

P. J. Dhrymes

Language

English

Book Hardback

Libristo code: 01383525

Publishers Springer-Verlag New York Inc.

This book represents a first course in econometrics, assuming only §some knowledge of elementary pro... Full description

Libristo code: 01383525

161 b

66.52 €

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This book represents a first course in econometrics, assuming only §some knowledge of elementary probability theory and statistics on the §part of the student. Its rigorous and comprehensive discussion §concentrates on the general linear model, treating the standard case §as well as the consequences resulting from violation of the underlying §assumptions. §Extensively documented chapters also cover the misspecification §problem and errors in the variable model, simultaneous equations §models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, §Power Functions and Bayesian Analysis. Each chapter concludes with §carefully selected exercises.