Science/Engineering Statistical Methods in Econometrics (0125768303)

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Statistical Methods in Econometrics

Statistical Methods in Econometrics is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accordingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail.

The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix

. Numerous examples, exercises, and practice problems are included.

Key Features

* Covers both multivariate analysis and matrix algebra

* Focuses on newer tests of hypotheses such as the Lagrange multiplier test

* Discusses characteristic functions in depth

* Material has evolved during 15 years of classroom instruction

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	Science/Engineering Spatial Econometrics: Methods and Applications Spatial Econometrics: Methods and Applications Publisher: Physica-Verlag Heidelberg \| Pages: 281 \| 2008-12-01 \| ISBN: 3790820695 \| PDF \| 3 MBProduct Description:Spatial Econometrics is a rapidly evolving field born from the joint effort ...
	Economics/Finances Financial Econometrics: Methods and Models Financial Econometrics: Methods and Models (Routledge Advanced Texts in Economics and Finance) by Peijie WangPublisher: Routledge \| Number Of Pages: 400 \| Publication Date: 2002-12-27 \| ISBN-10: 0415224543 \| PDF \| 1 MbThis book--an ov ...
	Tutorial Handbook of Applied Econometrics and Statistical In Handbook of Applied Econometrics and Statistical Inferenceedited by Aman Ullah, Alan T.K. Wan, Anoop ChaturvediCRC \| ISBN: 0824706528 \| 2002 \| PDF \| 718 pages \| 3.0 MBSummarizing developments and techniques in the field, this reference cov ...
	Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics) Author: Herman J. BierensPublisher: Cambridge University Press (2004)Binding: Hardcover, 344 pagespricer: $100.00ISBN-10: 0521834317editorialreviewsThis book is intended for use in a rigorous introductory Ph.D. level course in econometrics, ...
	Mathematics Longitudinal Data Analysis: A Handbook of Modern Statistical Methods (Handbooks of Modern Statistical Methods) Author: Publisher: Chapman & Hall/CRC (2008)Binding: Hardcover, 632 pagespricer: $89.95ISBN-10: 1584886587editorialreviewsAlthough many books currently available describe statistical models and methods for analyzing longitudinal data, t ...
	Introduction to the Mathematical and Statistical Foundations of Econometrics Herman J. Bierens, Introduction to the Mathematical and Statistical Foundations of EconometricsCambridge University Press \| ISBN 0521542243 \| 2005 \| PDF \| 344 Pages \| 1,8 MBThe focus of this book is on clarifying the mathematical and statis ...

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