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9780471624141

Introduction to the Theory and Practice of Econometrics

Introduction to the Theory and Practice of Econometrics
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  • ISBN-13: 9780471624141
  • ISBN: 0471624144
  • Edition: 2
  • Publication Date: 1988
  • Publisher: Wiley & Sons, Incorporated, John

AUTHOR

Judge, George G., Lee, Tsoung-Chao, Lütkepohl, Helmut

SUMMARY

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.Judge, George G. is the author of 'Introduction to the Theory and Practice of Econometrics', published 1988 under ISBN 9780471624141 and ISBN 0471624144.

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