Econometrics : Statistical Foundations and Applications
P. J. Dhrymes
Sold by AHA-BUCH GmbH, Einbeck, Germany
AbeBooks Seller since 14 August 2006
New - Soft cover
Condition: New
Ships from Germany to U.S.A.
Quantity: 1 available
Add to basketSold by AHA-BUCH GmbH, Einbeck, Germany
AbeBooks Seller since 14 August 2006
Condition: New
Quantity: 1 available
Add to basketDruck auf Anfrage Neuware - Printed after ordering - 1. Elementary Aspects of Multivariate Analysis.- 1.1 Preliminaries.- 1.2 Joint, Marginal, and Conditional Distributions.- 1.3 A Mathematical Digression.- 1.4 The Multivariate Normal Distribution.- 1.5 Correlation Coefficients and Related Topics.- 1.6 Estimators of the Mean Vector and Covariance Matrix and their Distribution.- 1.7 Tests of Significance.- 2. Applications of Multivariate Analysis.- 2.1 Canonical Correlations and Canonical Variables.- 2.2 Principal Components.- 2.3 Discriminant Analysis.- 2.4 Factor Analysis.- 3. Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators.- 3.1 Introduction.- 3.2 Estimators and Probability Limits.- 3.3 Convergence to a Random Variable: Convergence in Distribution and Convergence of Moments.- 3.4 Central Limit Theorems and Related Topics.- 3.5 Miscellaneous Useful Convergence Results.- 3.6 Properties of Maximum Likelihood (ML) Estimators.- 3.7 Estimation for Distribution Admitting of Sufficient Statistics.- 3.8 Minimum Variance Estimation and Sufficient Statistics.- 4. Estimation of Simultaneous Equations Systems.- 4.1 Review of Classical Methods.- 4.2 Asymptotic Distribution of Aitken Estimators.- 4.3 Two-Stage Least Squares (2SLS).- 4.4 2SLS as Aitken and as OLS Estimator.- 4.5 Asymptotic Properties of 2SLS Estimators.- 4.6 The General k-Class Estimator.- 4.7 Three-Stage Least Squares (3SLS).- 5. Applications of Classical and Simultaneous Equations Techniques and Related Problems.- 5.1 Estimation of Production and Cost Functions and Specification Error Analysis.- 5.2 An Example of Efficient Estimation of a Set of General Linear (Regression) Models.- 5.3 An Example of 2SLS and 3SLS Estimation.- 5.4 Measures of Goodness of Fit in Multiple Equations Systems: Coeficient of (Vector) Alienationand Correlation.- 5.5 Canonical Correlations and Goodness of Fit in Econometric Systems.- 5.6 Applications of Principal Component Theory in Econometric Systems.- 5.7 Alternative Asymptotic Tests of Significance for 2SLS Estimated Parameters.- 6. Alternative Estimation Methods; Recursive Systems.- 6.1 Introduction.- 6.2 Indirect Least Squares (ILS).- 6.3 The Identification Problem.- 6.4 Instrumental Variables Estimation.- 6.5 Recursive Systems.- 7. Maximum Likelihood Methods.- 7.1 Formulation of the Problem and Assumptions.- 7.2 Reduced Form (RF) and Full Information Maximum Likelihood (FIML) Estimation.- 7.3 Limited Information (LIML) Estimation.- 8. Relations Among Estimators; Monte Carlo Methods.- 8.1 Introduction.- 8.2 Relations Among Double k-Class Estimators.- 8.3 I.V., ILS, and Double Ar-Class Estimators.- 8.4 Limited Information Estimators and Just Identification.- 8.5 Relationships Among Full Information Estimators.- 8.6 Monte Carlo Methods.- 9. Spectral Analysis.- 9.1 Stochastic Processes.- 9.2 Spectral Representation of Covariance Stationary Series.- 9.3 Estimation of the Spectrum.- 10. Cross-Spectral Analysis.- 10.1 Introduction.- 10.2 Cross Spectrum: Cospectrum, Quadrature Spectrum, and Coherency.- 10.3 Estimation of the Cross Spectrum.- 10.4 An Empirical Application of Cross-Spectral Analysis.- 11. Approximate Sampling Distributions and Other Statistical Aspects of Spectral Analysis.- 11.1 Aliasing.- 11.2 'Prewhitening,' 'Recoloring,' and Related Issues.- 11.3 Approximate Asymptotic Distributions; Considerations of Design and Analysis.- 12 Applications of Spectral Analysis to Simultaneous Equations Systems.- 12.1 Generalities.- 12.2 Lag Operators.- 12.3 An Operator Representation of the Final Form.- 12.4 Dynamic Multipliers and the Final Form.-12.5 Spectral Properties of the Final Form.- 12.6 An Empirical Application.- Mathematical Appendix.- A.1 Complex Numbers and Complex-Valued Functions.- A.2 The Riemann-Stieltjes Integral.- A.3 Monotonie Functions and Functions of Bounded Variation.- A.4 Fourier Series.- A.5 Systems of Difference Equations with Constant Coefficients.- A.6 Matrix Algebra.
Seller Inventory # 9780387900957
"About this title" may belong to another edition of this title.
General Terms and Conditions and Customer Information / Privacy Policy
I. General Terms and Conditions
§ 1 Basic provisions
(1) The following terms and conditions apply to all contracts that you conclude with us as a provider (AHA-BUCH GmbH) via the Internet platforms AbeBooks and/or ZVAB. Unless otherwise agreed, the inclusion of any of your own terms and conditions used by you will be objected to
(2) A consumer within the meaning of the following regulations is any natural person who concludes...
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to AHA-BUCH GmbH, Einbeck, Germany, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
We ship your order after we received them
for articles on hand latest 24 hours,
for articles with overnight supply latest 48 hours.
In case we need to order an article from our supplier our dispatch time depends on the reception date of the articles, but the articles will be shipped on the same day.
Our goal is to send the ordered articles in the fastest, but also most efficient and secure way to our customers.
| Order quantity | 30 to 40 business days | 7 to 14 business days |
|---|---|---|
| First item | £ 55.63 | £ 64.25 |
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.