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Synopsis
This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been rewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations.
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- PublisherElsevier Science Ltd
- Publication date1980
- ISBN 10 0444854738
- ISBN 13 9780444854735
- BindingHardcover
- Edition number3
- Number of pages786
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Statistical Methods in Econometrics
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Elsevier Science & Technology, 1980
ISBN 10: 0444854738
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Statistical Methods of Econometrics (Studies in Mathematical and Managerial Economics, Vol. 6)
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Statistical Methods of Econometrics Studies in Mathematical and Managerial Economics, vol. 6
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Statistical Methods of Econometrics (Studies in Mathematical and Managerial Economics, Vol. 6)
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Statistical Methods of Econometrics (Studies in Mathematical and Managerial Economics, Vol. 6)
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Statistical Methods in Econometrics
Published by
Elsevier Science & Technology, 1980
ISBN 10: 0444854738
ISBN 13: 9780444854735
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Statistical Methods of Econometrics (Studies in Mathematical and Managerial Economics, Vol. 6)
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