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Statistical Methods in Econometrics






Edition:  3
Pub Date: 
Publisher:  Elsevier Science & Technology Books
Summary: This now classic volume aims at a systematic presentation of the statistical methods used for the analysis of economic data. The properties of the various procedures are studied within the framework of theoretical stochastic models. Their relevance for inference on the economic phenomena is discussed at length. This third edition has been updated in many respects. Chapter 8 (Regression in Various Contexts) has been r...ewritten and now provides a full discussion of estimation in the linear models with a partially unknown covariance matrix, which introduces a systematic treatment of heteroscedasticity, random coefficients and composite errors. A new chapter has been added on simultaneous equation models that are non-linear with respect to the endogenous variables. The reader will also find new sections on shrunken estimators, on the choice of a model, on specification and estimation for distributed lag equations.

Malinvaud, A. is the author of Statistical Methods in Econometrics, published 1980 under ISBN 9780444854735 and 0444854738. Four Statistical Methods in Econometrics textbooks are available for sale on ValoreBooks.com, three used from the cheapest price of $55.92, or buy new starting at $167.68.
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ISBN-13: 9780444854735

ISBN: 0444854738

Edition: 3rd

Pub Date:
Publisher: Elsevier Science & Technology Books
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