Statistical Methods in Econometrics

Ramanathan, Dr Ramu

ISBN 10: 0125768303 / ISBN 13: 9780125768306

Published by Emerald Publishing, 1993

Connecting readers with great books since 1972! Used books may not include companion materials, and may have some shelf wear or limited writing. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_456070755

Synopsis:

"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 also included. It covers both multivariate analysis and matrix algebra. It focuses on newer tests of hypotheses such as the Lagrange multiplier test. It discusses characteristic functions in depth. This material has evolved during 15 years of classroom instruction.

Bibliographic Details

Title: Statistical Methods in Econometrics
Publisher: Emerald Publishing
Publication Date: 1993
Binding: hardcover
Condition: Very Good