Econometric Foundations Pack with CD-ROM

Mittelhammer, Ron C.; Judge, George G.; Miller, Douglas J.

ISBN 10: 0521623944 / ISBN 13: 9780521623940

Published by Cambridge University Press (edition First Edition), 2000

About this Item

Supplements included. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.

Seller Inventory # 0521623944-11-1-116

Bibliographic Details

• Title: Econometric Foundations Pack with CD-ROM
• Publisher: Cambridge University Press (edition First Edition)
• Publication Date: 2000
• Language: English
• ISBN 10: 0521623944
• ISBN 13: 9780521623940
• Binding: Hardcover
• Edition: First Edition.
• Condition: Good

About this title

Synopsis

This integrated textbook and CD-ROM develop step by step a modern approach to econometric problems. Aimed at upper-level undergraduates, graduate students, and professionals, they describe the principles and procedures for processing and recovering information from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. The text provides a complete working knowledge of a rich set of estimation and inference tools for mastery of such data, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The CD-ROM contains reviews of probability theory and principles of classical estimation and inference in text-searchable electronic documents, a review ofhandling ill-posed inverse problems, an interactive Matrix Review Manual with Gauss software, an electronic Examples Manual, and solutions to the questions and problems in the text. An electronic tutorial is available separately.

Review

'The authors of Econometric Foundations are to be congratulated for their comprehensive and clear presentation of old and new econometric methods along with many interesting and relevant applications. This fine blend of theory and application makes this text particularly useful and appealing.' Arnold Zellner, University of Chicago

'This graduate text breaks new ground in both content and delivery. Not only is much of the content on the frontier, but also Bayesian and classical appraoches are simultaneously developed in a creative manner.' N. Eugene Savin, University of Iowa

'To a degree not previously accomplished in a textbook, this masterful volume unifies econometric theory and modern approaches to its application. Spanning state-of-the-art advances in sampling theoretic and Bayesian inference, the book also integrates concepts from systems theory by emphasizing the logic of the inverse problem. This book exceeded my expectations, and likely will do so for other readers.' William A. Barnett, Washington University, St. Louis

'The book's richest section is an extended unifying discussion of approaches including quasi maximum likelihood, empirical likelihood and generalised method of moments under a general framework of estimating equations. I found a careful reading of this stimulating, and it also yielded genuinely fresh insights. Econometric Foundations has a bold, novel perspective that is often rewarding. A lot of interesting and sensible things are said.' The Times Higher Education Supplement