Econometrics

Name: Econometrics
Availability: InStock
ISBN: 9780691010182

ISBN-10: 0691010188

ISBN-13: 9780691010182

Edition: 2001

Authors: Fumio Hayashi

List price: $120.00

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Description:

Hayashi'sEconometricspromises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometricshas many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught…

Book details

List price: $120.00
Copyright year: 2001
Publisher: Princeton University Press
Publication date: 11/19/2000
Binding: Hardcover
Pages: 712
Size: 7.48" wide x 10.28" long x 1.85" tall
Weight: 3.344
Language: English



List of Figures


Preface



Finite-Sample Properties of OLS



The Classical Linear Regression Model


The Linearity Assumption


Matrix Notation


The Strict Exogeneity Assumption


Implications of Strict Exogeneity


Strict Exogeneity in Time-Series Models


Other Assumptions of the Model


The Classical Regression Model for Random Samples


""Fixed"" Regressors


1.2


OLS Minimizes the Sum of Squared Residuals


Normal Equations


Two Expressions for the OLS Es