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Introduction to the Theory and Practice of Econometrics

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ISBN-10: 0471624144

ISBN-13: 9780471624141

Edition: 2nd 1988 (Revised)

Authors: George G. Judge, Tsoung-Chao Lee, Helmut L�tkepohl, William E. Griffiths, R. Carter Hill

List price: $128.95
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This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.
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Book details

List price: $128.95
Edition: 2nd
Copyright year: 1988
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/31/1988
Binding: Hardcover
Pages: 1064
Size: 6.50" wide x 9.75" long x 1.75" tall
Weight: 3.586
Language: English

Partial table of contents
The Foundation of Statistical Inference
Probability and Distribution Theory
Statistical Inference: Estimation and Hypothesis Testing
Bayesian Inference
The General Linear Statistical Model
Linear Statistical Model
The Normal General Linear Statistical Model
Bayesian Analysis of the Normal Linear Statistical Model
Generalizations of the Linear Statistical Model
General Linear Statistical Model with Non-Scalar Identity Covariance Matrix
General Linear Statistical Model with an Unknown Covariance Matrix
Dummy Variables and Varying Parameter Models
Sets of Linear Statistical Models
Nonlinear Least Squares and Nonlinear Maximum Likelihood Estimation
Stochastic Regressors
Simultaneous Equation Models
An Introduction to Simultaneous Linear Statistical Models
Estimation and Inference for Simultaneous Equation Statistical Models
Time-Series and Distributed Lag Models
Time Series Analysis and Forecasting
Distributed Lags
Multiple Time-Series
Additional Econometric Topics
Qualitative and Limited Dependent Variable Models
Prior Information, Biased Estimation, and Statistical Model Selection
Robust Estimation