Advanced Econometrics

Name: Advanced Econometrics
Availability: InStock
ISBN: 9780674005600

ISBN-10: 0674005600

ISBN-13: 9780674005600

Edition: 1985

Authors: Takeshi Amemiya

List price: $108.50

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Description:

Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible…

Book details

List price: $108.50
Copyright year: 1985
Publisher: Harvard University Press
Publication date: 11/7/1985
Binding: Hardcover
Pages: 536
Size: 6.00" wide x 9.13" long x 1.60" tall
Weight: 2.068
Language: English




Classical Least Squares Theory



Recent Developments in Regression Analysis



Large Sample Theory



Asymptotic Properties of Extremum Estimators



Time Series Analysis



Generalized Least Squares Theory



Linear Simultaneous Equations Models



Nonlinear Simultaneous Equations Models



Qualitative Response Models



Tobit Models



Markov Chain and Duration Models



Useful Theorems in Matrix Analysis



Distribution Theory


Notes


References


Name Index


Subject Index