Advanced Econometrics - PDF free download eBook

Cover of Advanced Econometrics
  • Verified: Thu, Apr 18, 2019
  • Published: 31.01.2019
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Introduction

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...

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Details of Advanced Econometrics

Original Title
Advanced Econometrics
ISBN13
9780674005600
Edition Format
Hardcover
Number of Pages
536 pages
Book Language
English
Ebook Format
PDF, EPUB

Some brief overview of this book

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 durat 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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