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Book synopsis

This book represents a first course in econometrics, assuming only §some knowledge of elementary probability theory and statistics on the §part of the student. Its rigorous and comprehensive discussion §concentrates on the general linear model, treating the standard case §as well as the consequences resulting from violation of the underlying §assumptions. §Extensively documented chapters also cover the misspecification §problem and errors in the variable model, simultaneous equations §models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, §Power Functions and Bayesian Analysis. Each chapter concludes with §carefully selected exercises.

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

• Full title: Introductory Econometrics
• Author: P. J. Dhrymes
• Language: English
• Binding: Hardback
• Number of pages: 429
• EAN: 9780387903170
• ISBN: 0387903178
• ID: 01383525
• Publisher: Springer-Verlag New York Inc.
• Weight: 1750 g
• Dimensions: 235 × 155 × 25 mm

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