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Econometrics

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This book is designed as a complete text in econometric methods for intermediate and advanced undergraduates and graduate students. The text builds from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time series models and limited dependent variable models. discussion of modern econometric theory (co-integration, unit root tests and all standard test procedures), matrix algebra materia, an appendix on matrix methods and live data sets provided in full with worked examples. There is also a discussion on computing which identifies key characteristics of modern software packages.

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Econometrics, Jon Stewart

Langue
Année de publication
1991
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Titre
Econometrics
Langue
Anglais
Publié
1991
Format
souple
Pages
416
ISBN10
0860038157
ISBN13
9780860038153
Séries
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2 sur 5
Description
This book is designed as a complete text in econometric methods for intermediate and advanced undergraduates and graduate students. The text builds from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time series models and limited dependent variable models. discussion of modern econometric theory (co-integration, unit root tests and all standard test procedures), matrix algebra materia, an appendix on matrix methods and live data sets provided in full with worked examples. There is also a discussion on computing which identifies key characteristics of modern software packages.