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Statistical Methods in Econometrics






Pub Date: 
Publisher:  Emerald Group Publishing Limited
Summary: Statistical Methods in Econometrics is appropriate for beginning graduate courses in mathematical statistics and econometrics in which the foundations of probability and statistical theory are developed for application to econometric methodology. Because econometrics generally requires the study of several unknown parameters, emphasis is placed on estimation and hypothesis testing involving several parameters. Accord...ingly, special attention is paid to the multivariate normal and the distribution of quadratic forms. Lagrange multiplier tests are discussed in considerable detail, along with the traditional likelihood ration and Wald tests. Characteristic functions and their properties are fully exploited. Also asymptotic distribution theory, usually given only cursory treatment, is discussed in detail. The book assumes a working knowledge of advanced calculus (including integral calculus) basic probability and statistics, and linear algebra. Important properties from matrix algebra are summarized in the appendix. Numerous examples, exercises, and practice problems are included.

Ramanathan, Ramu is the author of Statistical Methods in Econometrics, published 1993 under ISBN 9780125768306 and 0125768303. Nine Statistical Methods in Econometrics textbooks are available for sale on ValoreBooks.com, eight used from the cheapest price of $23.26, or buy new starting at $144.11.
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Statistical Methods in Econometrics

ISBN-13: 9780125768306

ISBN: 0125768303

Pub Date:
Publisher: Emerald Group Publishing Limited
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